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 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 382 CHF | 234 627 CHF | 99,44% | 99,44% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 705 057 CHF | 236 519 CHF | 98,95% | 98,95% |
18/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 701 443 CHF | 235 314 CHF | 97,56% | 97,56% |
15/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 011 CHF | 234 504 CHF | 99,44% | 99,44% |
14/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 678 590 CHF | 227 697 CHF | 99,44% | 99,44% |
13/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 539 CHF | 214 346 CHF | 96,93% | 96,93% |
12/11/2024 | 0,67% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 082 CHF | 223 527 CHF | 96,82% | 96,82% |
11/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 698 957 CHF | 234 486 CHF | 99,47% | 99,47% |
08/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 709 895 CHF | 238 132 CHF | 90,60% | 90,60% |
07/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 985 CHF | 247 828 CHF | 98,70% | 98,70% |