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 | 0,84% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 534 207 CHF | 179 569 CHF | 99,41% | 99,41% |
19/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 534 729 CHF | 179 743 CHF | 99,43% | 99,43% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 528 165 CHF | 177 555 CHF | 97,71% | 97,71% |
15/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 472 CHF | 174 657 CHF | 99,43% | 99,43% |
14/11/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 518 831 CHF | 174 444 CHF | 99,42% | 99,42% |
13/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 051 CHF | 174 517 CHF | 96,93% | 96,93% |
12/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 503 414 CHF | 169 305 CHF | 96,81% | 96,81% |
11/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 497 176 CHF | 167 225 CHF | 99,44% | 99,44% |
08/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 475 824 CHF | 160 108 CHF | 99,35% | 99,35% |
07/11/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 443 091 CHF | 149 197 CHF | 98,67% | 98,67% |