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 | 450 000 | 150 000 | 450 000 | 150 000 | 791 199 CHF | 265 233 CHF | 98,95% | 98,95% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 800 802 CHF | 268 434 CHF | 90,22% | 90,22% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 761 248 CHF | 255 249 CHF | 96,99% | 96,99% |
15/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 748 210 CHF | 250 903 CHF | 98,33% | 98,33% |
14/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 751 991 CHF | 252 164 CHF | 98,91% | 98,91% |
13/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 489 CHF | 257 996 CHF | 96,44% | 96,44% |
12/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 721 667 CHF | 242 056 CHF | 93,91% | 93,91% |
11/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 770 721 CHF | 258 407 CHF | 97,90% | 97,90% |
08/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 816 295 CHF | 273 598 CHF | 93,08% | 93,08% |
07/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 807 136 CHF | 270 545 CHF | 98,22% | 98,22% |