Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 256 575 CHF | 86 275 CHF | 99,16% | 99,16% |
20/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 248 392 CHF | 83 547 CHF | 99,16% | 99,16% |
19/11/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 229 313 CHF | 77 188 CHF | 99,17% | 99,17% |
18/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 244 391 CHF | 82 214 CHF | 99,22% | 99,22% |
15/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 254 679 CHF | 85 643 CHF | 99,16% | 99,16% |
14/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 247 826 CHF | 83 359 CHF | 99,15% | 99,15% |
13/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 219 158 CHF | 73 803 CHF | 99,16% | 99,16% |
12/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 231 404 CHF | 77 885 CHF | 99,16% | 99,16% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 234 199 CHF | 78 816 CHF | 99,16% | 99,16% |
08/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 220 994 CHF | 74 415 CHF | 99,16% | 99,16% |