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 | 0,70% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 049 CHF | 214 183 CHF | 98,88% | 98,88% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 614 618 CHF | 206 373 CHF | 95,76% | 95,76% |
18/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 648 473 CHF | 217 658 CHF | 97,02% | 97,02% |
15/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 639 684 CHF | 214 728 CHF | 94,79% | 94,79% |
14/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 192 CHF | 207 897 CHF | 98,85% | 98,85% |
13/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 608 257 CHF | 204 252 CHF | 98,25% | 98,25% |
12/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 634 012 CHF | 212 837 CHF | 98,93% | 98,93% |
11/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 824 CHF | 211 441 CHF | 98,92% | 98,92% |
08/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 598 438 CHF | 200 979 CHF | 97,33% | 97,33% |
07/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 661 114 CHF | 221 871 CHF | 98,18% | 98,18% |