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% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 600 328 CHF | 201 609 CHF | 98,84% | 98,84% |
19/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 704 CHF | 194 401 CHF | 90,60% | 90,60% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 566 901 CHF | 190 467 CHF | 95,31% | 95,31% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 566 778 CHF | 190 426 CHF | 97,78% | 97,78% |
14/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 952 CHF | 191 484 CHF | 98,73% | 98,73% |
13/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 552 921 CHF | 185 807 CHF | 96,46% | 96,46% |
12/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 630 384 CHF | 211 628 CHF | 95,57% | 95,57% |
11/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 618 501 CHF | 207 667 CHF | 98,36% | 98,36% |
08/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 642 864 CHF | 215 788 CHF | 92,99% | 92,99% |
07/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 647 583 CHF | 217 361 CHF | 97,76% | 97,76% |