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 | 0,62% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 724 407 CHF | 242 969 CHF | 99,38% | 99,38% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 732 438 CHF | 245 646 CHF | 98,90% | 98,90% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 765 542 CHF | 256 681 CHF | 97,65% | 97,65% |
15/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 761 508 CHF | 255 336 CHF | 99,37% | 99,37% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 743 823 CHF | 249 441 CHF | 99,37% | 99,37% |
13/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 740 771 CHF | 248 424 CHF | 96,85% | 96,85% |
12/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 755 243 CHF | 253 248 CHF | 96,77% | 96,77% |
11/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 774 412 CHF | 259 637 CHF | 99,38% | 99,38% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 747 222 CHF | 250 574 CHF | 91,27% | 91,27% |
07/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 767 286 CHF | 257 262 CHF | 98,68% | 98,68% |