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 | 0,80% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 557 643 CHF | 187 381 CHF | 99,36% | 99,36% |
19/11/2024 | 0,75% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 595 924 CHF | 200 141 CHF | 98,84% | 98,84% |
18/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 783 CHF | 188 428 CHF | 96,47% | 96,47% |
15/11/2024 | 0,59% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 755 513 CHF | 253 338 CHF | 95,54% | 95,54% |
14/11/2024 | 0,68% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 659 442 CHF | 221 314 CHF | 99,35% | 99,35% |
13/11/2024 | 0,74% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 608 525 CHF | 204 342 CHF | 88,74% | 88,74% |
12/11/2024 | 0,84% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 539 667 CHF | 181 389 CHF | 79,63% | 79,63% |
11/11/2024 | 0,80% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 561 101 CHF | 188 534 CHF | 89,21% | 89,21% |
08/11/2024 | 0,55% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 811 750 CHF | 272 083 CHF | 90,36% | 90,36% |
07/11/2024 | 0,51% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 878 086 CHF | 294 195 CHF | 98,67% | 98,67% |