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% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 633 008 CHF | 212 503 CHF | 99,37% | 99,37% |
19/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 636 131 CHF | 213 544 CHF | 99,37% | 99,37% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 622 758 CHF | 209 086 CHF | 99,26% | 99,26% |
15/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 892 CHF | 202 797 CHF | 99,38% | 99,38% |
14/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 609 920 CHF | 204 807 CHF | 99,36% | 99,36% |
13/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 771 CHF | 202 757 CHF | 99,37% | 99,37% |
12/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 642 705 CHF | 215 735 CHF | 99,37% | 99,37% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 681 369 CHF | 228 623 CHF | 99,38% | 99,38% |
08/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 683 447 CHF | 229 316 CHF | 99,37% | 99,37% |
07/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 696 073 CHF | 233 524 CHF | 98,37% | 98,37% |