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 | 0,77% | 1,32 CHF | 1,33 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 582 174 CHF | 130 372 CHF | 99,38% | 99,38% |
19/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 476 201 CHF | 106 823 CHF | 99,38% | 99,38% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 497 860 CHF | 111 636 CHF | 99,38% | 99,38% |
15/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 514 087 CHF | 115 242 CHF | 98,91% | 98,91% |
14/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 532 999 CHF | 119 444 CHF | 99,38% | 99,38% |
13/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 482 077 CHF | 108 128 CHF | 99,38% | 99,38% |
12/11/2024 | 0,87% | 1,06 CHF | 1,07 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 512 317 CHF | 114 848 CHF | 99,16% | 99,16% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 540 371 CHF | 121 082 CHF | 99,38% | 99,38% |
08/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 545 739 CHF | 122 275 CHF | 99,38% | 99,38% |
07/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 557 035 CHF | 124 786 CHF | 98,58% | 98,58% |