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 | 0,75% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 594 000 CHF | 199 500 CHF | 99,38% | 99,38% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 201 CHF | 202 234 CHF | 98,89% | 98,89% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 634 867 CHF | 213 122 CHF | 97,65% | 97,65% |
15/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 630 575 CHF | 211 692 CHF | 99,37% | 99,37% |
14/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 613 158 CHF | 205 886 CHF | 99,37% | 99,37% |
13/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 610 061 CHF | 204 854 CHF | 96,85% | 96,85% |
12/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 624 611 CHF | 209 704 CHF | 96,85% | 96,85% |
11/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 643 508 CHF | 216 003 CHF | 99,38% | 99,38% |
08/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 616 174 CHF | 206 892 CHF | 91,26% | 91,26% |
07/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 635 728 CHF | 213 409 CHF | 98,70% | 98,70% |