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 | 0,68% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 657 734 CHF | 220 745 CHF | 99,35% | 99,35% |
19/11/2024 | 0,65% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 695 666 CHF | 233 389 CHF | 98,84% | 98,84% |
18/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 660 996 CHF | 221 832 CHF | 96,36% | 96,36% |
15/11/2024 | 0,52% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 855 884 CHF | 286 795 CHF | 95,55% | 95,55% |
14/11/2024 | 0,59% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 759 932 CHF | 254 811 CHF | 99,35% | 99,35% |
13/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 149 998 | 708 316 CHF | 237 602 CHF | 88,75% | 88,75% |
12/11/2024 | 0,71% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 925 CHF | 214 475 CHF | 87,01% | 87,01% |
11/11/2024 | 0,68% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 449 951 | 149 950 | 660 221 CHF | 221 526 CHF | 89,70% | 89,70% |
08/11/2024 | 0,49% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 910 272 CHF | 304 924 CHF | 90,37% | 90,37% |
07/11/2024 | 0,46% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 976 989 CHF | 327 163 CHF | 98,67% | 98,67% |