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 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 715 065 CHF | 239 855 CHF | 98,85% | 98,85% |
19/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 693 677 CHF | 232 726 CHF | 90,61% | 90,61% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 682 371 CHF | 228 957 CHF | 95,57% | 95,57% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 682 190 CHF | 228 897 CHF | 97,78% | 97,78% |
14/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 685 252 CHF | 229 917 CHF | 98,73% | 98,73% |
13/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 667 914 CHF | 224 138 CHF | 96,51% | 96,51% |
12/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 745 158 CHF | 249 886 CHF | 95,57% | 95,57% |
11/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 733 951 CHF | 246 150 CHF | 98,35% | 98,35% |
08/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 758 407 CHF | 254 302 CHF | 92,98% | 92,98% |
07/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 763 662 CHF | 256 054 CHF | 97,74% | 97,74% |