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 | 0,55% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 819 087 CHF | 274 529 CHF | 98,73% | 98,73% |
19/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 817 530 CHF | 274 010 CHF | 90,15% | 90,15% |
18/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 801 999 CHF | 268 833 CHF | 96,19% | 96,19% |
15/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 811 533 CHF | 272 011 CHF | 98,29% | 98,29% |
14/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 829 744 CHF | 278 081 CHF | 98,94% | 98,94% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 845 007 CHF | 283 169 CHF | 86,84% | 86,84% |
12/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 815 709 CHF | 273 403 CHF | 96,25% | 96,25% |
11/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 821 248 CHF | 275 249 CHF | 98,94% | 98,94% |
08/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 825 286 CHF | 276 595 CHF | 98,86% | 98,86% |
07/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 211 CHF | 269 904 CHF | 98,19% | 98,19% |