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 | 0,68% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 656 095 CHF | 220 198 CHF | 98,88% | 98,88% |
19/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 093 CHF | 223 531 CHF | 98,88% | 98,88% |
18/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 695 722 CHF | 233 408 CHF | 96,73% | 96,73% |
15/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 703 837 CHF | 236 112 CHF | 99,37% | 99,37% |
14/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 580 CHF | 241 693 CHF | 99,37% | 99,37% |
13/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 701 605 CHF | 235 368 CHF | 96,95% | 96,95% |
12/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 545 CHF | 234 682 CHF | 96,91% | 96,91% |
11/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 673 552 CHF | 226 017 CHF | 96,89% | 96,89% |
08/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 649 010 CHF | 217 837 CHF | 93,42% | 93,42% |
07/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 656 203 CHF | 220 234 CHF | 97,91% | 97,91% |