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 | 0,64% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 705 358 CHF | 236 619 CHF | 98,92% | 98,92% |
19/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 714 877 CHF | 239 792 CHF | 90,21% | 90,21% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 675 063 CHF | 226 521 CHF | 97,13% | 97,13% |
15/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 661 848 CHF | 222 116 CHF | 98,34% | 98,34% |
14/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 680 CHF | 223 393 CHF | 98,90% | 98,90% |
13/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 683 274 CHF | 229 258 CHF | 96,39% | 96,39% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 635 445 CHF | 213 315 CHF | 94,02% | 94,02% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 684 408 CHF | 229 636 CHF | 97,87% | 97,87% |
08/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 729 764 CHF | 244 755 CHF | 93,08% | 93,08% |
07/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 176 CHF | 241 559 CHF | 98,20% | 98,20% |