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% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 782 109 CHF | 262 203 CHF | 99,38% | 99,38% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 742 830 CHF | 249 110 CHF | 99,37% | 99,37% |
18/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 756 917 CHF | 253 806 CHF | 99,38% | 99,38% |
15/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 352 CHF | 257 951 CHF | 99,36% | 99,36% |
14/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 796 991 CHF | 267 164 CHF | 99,38% | 99,38% |
13/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 782 867 CHF | 262 456 CHF | 99,38% | 99,38% |
12/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 776 657 CHF | 260 386 CHF | 99,16% | 99,16% |
11/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 804 205 CHF | 269 568 CHF | 99,37% | 99,37% |
08/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 942 CHF | 258 147 CHF | 99,37% | 99,37% |
07/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 768 871 CHF | 257 790 CHF | 98,58% | 98,58% |