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 | 0,82% | 1,24 CHF | 1,25 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 182 710 CHF | 61 403 CHF | 99,38% | 99,38% |
19/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 183 874 CHF | 61 791 CHF | 99,38% | 99,38% |
18/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 192 332 CHF | 64 611 CHF | 97,51% | 97,51% |
15/11/2024 | 0,87% | 1,25 CHF | 1,26 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 171 516 CHF | 57 672 CHF | 99,37% | 99,37% |
14/11/2024 | 0,91% | 1,18 CHF | 1,19 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 165 422 CHF | 55 641 CHF | 93,45% | 93,45% |
13/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 133 548 CHF | 45 016 CHF | 96,85% | 96,85% |
12/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 130 445 CHF | 43 982 CHF | 96,82% | 96,82% |
11/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 126 227 CHF | 42 576 CHF | 99,14% | 99,14% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 122 567 CHF | 41 356 CHF | 90,43% | 90,43% |
07/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 123 544 CHF | 41 681 CHF | 97,29% | 97,29% |