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 | 0,87% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 377 CHF | 173 959 CHF | 99,36% | 99,36% |
19/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 535 734 CHF | 180 078 CHF | 98,00% | 98,00% |
18/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 916 CHF | 191 139 CHF | 97,65% | 97,65% |
15/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 563 114 CHF | 189 205 CHF | 96,95% | 96,95% |
14/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 842 CHF | 157 447 CHF | 99,36% | 99,36% |
13/11/2024 | 0,88% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 507 818 CHF | 170 773 CHF | 94,80% | 94,80% |
12/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 500 382 CHF | 168 294 CHF | 96,82% | 96,82% |
11/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 480 851 CHF | 161 784 CHF | 99,35% | 99,35% |
08/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 692 CHF | 157 398 CHF | 90,99% | 90,99% |
07/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 505 675 CHF | 170 058 CHF | 97,40% | 97,40% |