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 | 0,58% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 207 CHF | 257 902 CHF | 99,29% | 99,29% |
19/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 722 768 CHF | 242 423 CHF | 98,98% | 98,98% |
18/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 710 511 CHF | 238 337 CHF | 99,24% | 99,24% |
15/11/2024 | 0,57% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 787 037 CHF | 263 846 CHF | 99,34% | 99,34% |
14/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 829 095 CHF | 277 865 CHF | 97,81% | 97,81% |
13/11/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 848 960 CHF | 284 487 CHF | 95,26% | 95,26% |
12/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 872 136 CHF | 292 212 CHF | 99,36% | 99,36% |
11/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 934 482 CHF | 312 994 CHF | 99,36% | 99,36% |
08/11/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 971 829 CHF | 325 443 CHF | 99,33% | 99,33% |
07/11/2024 | 0,53% | 2,24 CHF | 2,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 859 961 CHF | 288 154 CHF | 98,63% | 98,63% |