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 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 116 CHF | 208 539 CHF | 98,85% | 98,85% |
19/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 184 CHF | 208 228 CHF | 98,31% | 98,31% |
18/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 608 679 CHF | 204 393 CHF | 96,77% | 96,77% |
15/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 334 CHF | 203 278 CHF | 98,28% | 98,28% |
14/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 814 CHF | 208 105 CHF | 98,88% | 98,88% |
13/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 622 392 CHF | 208 964 CHF | 86,89% | 86,89% |
12/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 800 CHF | 202 767 CHF | 96,33% | 96,33% |
11/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 380 CHF | 202 627 CHF | 98,89% | 98,89% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 607 727 CHF | 204 076 CHF | 89,99% | 89,99% |
07/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 771 CHF | 196 424 CHF | 98,27% | 98,27% |