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 | 0,65% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 692 788 CHF | 232 429 CHF | 98,72% | 98,72% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 691 320 CHF | 231 940 CHF | 90,64% | 90,64% |
18/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 675 449 CHF | 226 650 CHF | 96,62% | 96,62% |
15/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 684 665 CHF | 229 722 CHF | 98,28% | 98,28% |
14/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 702 975 CHF | 235 825 CHF | 98,95% | 98,95% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 718 198 CHF | 240 899 CHF | 87,00% | 87,00% |
12/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 689 033 CHF | 231 178 CHF | 96,36% | 96,36% |
11/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 694 275 CHF | 232 925 CHF | 98,94% | 98,94% |
08/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 698 202 CHF | 234 234 CHF | 98,88% | 98,88% |
07/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 677 606 CHF | 227 369 CHF | 98,21% | 98,21% |