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 | 0,70% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 642 436 CHF | 215 645 CHF | 99,01% | 99,01% |
19/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 758 CHF | 214 419 CHF | 90,21% | 90,21% |
18/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 650 CHF | 241 717 CHF | 96,41% | 96,41% |
15/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 748 931 CHF | 251 144 CHF | 98,42% | 98,42% |
14/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 782 138 CHF | 262 213 CHF | 98,45% | 98,45% |
13/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 652 223 CHF | 218 908 CHF | 96,48% | 96,48% |
12/11/2024 | 0,65% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 689 913 CHF | 231 471 CHF | 95,83% | 95,83% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 737 881 CHF | 247 460 CHF | 98,23% | 98,23% |
08/11/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 718 572 CHF | 241 024 CHF | 93,03% | 93,03% |
07/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 078 CHF | 247 526 CHF | 98,17% | 98,17% |