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 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 775 638 CHF | 260 046 CHF | 97,87% | 97,87% |
19/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 780 820 CHF | 261 773 CHF | 90,41% | 90,41% |
18/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 778 392 CHF | 260 964 CHF | 94,75% | 94,75% |
15/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 790 506 CHF | 265 002 CHF | 97,47% | 97,47% |
14/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 809 531 CHF | 271 344 CHF | 97,94% | 97,94% |
13/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 819 782 CHF | 274 761 CHF | 96,25% | 96,25% |
12/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 788 453 CHF | 264 318 CHF | 94,67% | 94,67% |
11/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 795 827 CHF | 266 776 CHF | 98,76% | 98,76% |
08/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 376 CHF | 269 959 CHF | 98,43% | 98,43% |
07/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 031 CHF | 257 844 CHF | 98,20% | 98,20% |