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 | 0,56% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 908 CHF | 270 469 CHF | 99,44% | 99,44% |
19/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 812 454 CHF | 272 318 CHF | 98,95% | 98,95% |
18/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 809 128 CHF | 271 209 CHF | 97,69% | 97,69% |
15/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 880 CHF | 270 460 CHF | 99,44% | 99,44% |
14/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 786 366 CHF | 263 622 CHF | 99,44% | 99,44% |
13/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 746 246 CHF | 250 248 CHF | 96,93% | 96,93% |
12/11/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 773 718 CHF | 259 406 CHF | 96,87% | 96,87% |
11/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 766 CHF | 270 422 CHF | 99,47% | 99,47% |
08/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 817 854 CHF | 274 118 CHF | 90,59% | 90,59% |
07/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 847 279 CHF | 283 926 CHF | 98,69% | 98,69% |