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 | 0,71% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 631 956 CHF | 212 152 CHF | 99,38% | 99,38% |
19/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 593 339 CHF | 199 280 CHF | 99,37% | 99,37% |
18/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 606 800 CHF | 203 767 CHF | 99,38% | 99,38% |
15/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 852 CHF | 208 451 CHF | 99,36% | 99,36% |
14/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 648 491 CHF | 217 664 CHF | 99,38% | 99,38% |
13/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 634 367 CHF | 212 956 CHF | 99,38% | 99,38% |
12/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 628 157 CHF | 210 886 CHF | 99,16% | 99,16% |
11/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 655 704 CHF | 220 068 CHF | 99,38% | 99,38% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 442 CHF | 208 647 CHF | 99,37% | 99,37% |
07/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 371 CHF | 208 290 CHF | 98,58% | 98,58% |