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 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 812 458 CHF | 272 319 CHF | 98,94% | 98,94% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 821 806 CHF | 275 435 CHF | 90,21% | 90,21% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 782 257 CHF | 262 252 CHF | 97,19% | 97,19% |
15/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 440 CHF | 257 980 CHF | 98,33% | 98,33% |
14/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 773 011 CHF | 259 170 CHF | 98,90% | 98,90% |
13/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 790 841 CHF | 265 114 CHF | 96,58% | 96,58% |
12/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 742 803 CHF | 249 101 CHF | 93,99% | 93,99% |
11/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 791 872 CHF | 265 457 CHF | 97,90% | 97,90% |
08/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 837 518 CHF | 280 673 CHF | 93,08% | 93,08% |
07/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 828 325 CHF | 277 608 CHF | 98,19% | 98,19% |