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 | 0,57% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 785 548 CHF | 263 349 CHF | 98,84% | 98,84% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 785 178 CHF | 263 226 CHF | 98,32% | 98,32% |
18/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 774 080 CHF | 259 527 CHF | 96,77% | 96,77% |
15/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 771 239 CHF | 258 580 CHF | 98,27% | 98,27% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 785 489 CHF | 263 330 CHF | 98,90% | 98,90% |
13/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 787 702 CHF | 264 067 CHF | 86,98% | 86,98% |
12/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 768 970 CHF | 257 823 CHF | 96,36% | 96,36% |
11/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 768 982 CHF | 257 827 CHF | 98,87% | 98,87% |
08/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 773 980 CHF | 259 493 CHF | 89,99% | 89,99% |
07/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 751 413 CHF | 251 971 CHF | 98,24% | 98,24% |