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 | 0,75% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 598 922 CHF | 201 141 CHF | 99,36% | 99,36% |
19/11/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 617 622 CHF | 207 374 CHF | 98,00% | 98,00% |
18/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 651 226 CHF | 218 575 CHF | 97,51% | 97,51% |
15/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 645 672 CHF | 216 724 CHF | 96,95% | 96,95% |
14/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 550 511 CHF | 185 004 CHF | 99,36% | 99,36% |
13/11/2024 | 0,76% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 589 471 CHF | 197 990 CHF | 94,63% | 94,63% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 582 597 CHF | 195 699 CHF | 96,77% | 96,77% |
11/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 159 CHF | 188 886 CHF | 99,36% | 99,36% |
08/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 548 581 CHF | 184 360 CHF | 91,01% | 91,01% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 649 CHF | 197 050 CHF | 97,41% | 97,41% |