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 | 0,86% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 521 903 CHF | 175 468 CHF | 99,37% | 99,37% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 524 559 CHF | 176 353 CHF | 99,37% | 99,37% |
18/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 138 CHF | 171 879 CHF | 99,26% | 99,26% |
15/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 492 679 CHF | 165 726 CHF | 99,38% | 99,38% |
14/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 499 046 CHF | 167 849 CHF | 99,36% | 99,36% |
13/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 666 CHF | 166 055 CHF | 99,38% | 99,38% |
12/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 531 788 CHF | 178 763 CHF | 99,37% | 99,37% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 570 455 CHF | 191 652 CHF | 99,38% | 99,38% |
08/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 572 714 CHF | 192 405 CHF | 99,38% | 99,38% |
07/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 980 CHF | 196 493 CHF | 98,37% | 98,37% |