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 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 622 295 CHF | 208 932 CHF | 98,72% | 98,72% |
19/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 921 CHF | 208 474 CHF | 90,65% | 90,65% |
18/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 803 CHF | 203 101 CHF | 96,63% | 96,63% |
15/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 613 783 CHF | 206 094 CHF | 98,29% | 98,29% |
14/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 632 223 CHF | 212 241 CHF | 98,95% | 98,95% |
13/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 647 455 CHF | 217 318 CHF | 86,97% | 86,97% |
12/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 618 399 CHF | 207 633 CHF | 96,33% | 96,33% |
11/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 623 595 CHF | 209 365 CHF | 98,93% | 98,93% |
08/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 627 224 CHF | 210 575 CHF | 98,90% | 98,90% |
07/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 606 364 CHF | 203 621 CHF | 98,21% | 98,21% |