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 | 0,74% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 206 CHF | 202 235 CHF | 99,44% | 99,44% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 607 995 CHF | 204 165 CHF | 98,95% | 98,95% |
18/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 069 CHF | 202 856 CHF | 97,50% | 97,50% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 414 CHF | 201 971 CHF | 99,44% | 99,44% |
14/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 581 247 CHF | 195 249 CHF | 99,44% | 99,44% |
13/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 541 102 CHF | 181 867 CHF | 96,92% | 96,92% |
12/11/2024 | 0,79% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 799 CHF | 191 100 CHF | 96,95% | 96,95% |
11/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 596 CHF | 202 032 CHF | 99,47% | 99,47% |
08/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 612 322 CHF | 205 607 CHF | 90,59% | 90,59% |
07/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 640 930 CHF | 215 143 CHF | 98,69% | 98,69% |