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 | 0,57% | 1,76 CHF | 1,77 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 262 641 CHF | 264 141 CHF | 99,39% | 99,39% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 261 436 CHF | 262 936 CHF | 99,30% | 99,30% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 262 149 CHF | 263 649 CHF | 99,31% | 99,31% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 261 169 CHF | 262 669 CHF | 99,38% | 99,38% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 261 799 CHF | 263 299 CHF | 99,37% | 99,37% |
13/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 260 389 CHF | 261 889 CHF | 99,39% | 99,39% |
12/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 252 800 CHF | 254 300 CHF | 99,08% | 99,08% |
11/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 232 537 CHF | 234 037 CHF | 99,30% | 99,30% |
08/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 235 644 CHF | 237 144 CHF | 99,39% | 99,39% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 233 594 CHF | 235 094 CHF | 99,25% | 99,25% |