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% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 561 700 CHF | 188 733 CHF | 98,96% | 98,96% |
19/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 571 504 CHF | 192 001 CHF | 90,20% | 90,20% |
18/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 531 206 CHF | 178 569 CHF | 96,79% | 96,79% |
15/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 610 CHF | 174 036 CHF | 98,33% | 98,33% |
14/11/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 521 678 CHF | 175 393 CHF | 98,90% | 98,90% |
13/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 539 280 CHF | 181 260 CHF | 96,49% | 96,49% |
12/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 491 564 CHF | 165 355 CHF | 94,00% | 94,00% |
11/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 540 266 CHF | 181 589 CHF | 97,90% | 97,90% |
08/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 585 398 CHF | 196 633 CHF | 93,07% | 93,07% |
07/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 575 188 CHF | 193 229 CHF | 98,21% | 98,21% |