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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 341 CHF | 182 947 CHF | 98,74% | 98,74% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 529 031 CHF | 177 844 CHF | 99,19% | 99,19% |
18/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 539 693 CHF | 181 398 CHF | 96,31% | 96,31% |
15/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 537 082 CHF | 180 527 CHF | 99,20% | 99,20% |
14/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 529 831 CHF | 178 110 CHF | 98,43% | 98,43% |
13/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 532 797 CHF | 179 099 CHF | 96,72% | 96,72% |
12/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 551 007 CHF | 185 169 CHF | 96,70% | 96,70% |
11/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 180 CHF | 187 893 CHF | 98,80% | 98,80% |
08/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 032 CHF | 187 510 CHF | 99,06% | 99,06% |
07/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 570 087 CHF | 191 529 CHF | 98,65% | 98,65% |