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 | 0,74% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 870 CHF | 202 123 CHF | 98,88% | 98,88% |
19/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 611 604 CHF | 205 368 CHF | 98,87% | 98,87% |
18/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 641 148 CHF | 215 216 CHF | 96,79% | 96,79% |
15/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 648 947 CHF | 217 816 CHF | 99,37% | 99,37% |
14/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 507 CHF | 223 336 CHF | 99,38% | 99,38% |
13/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 647 163 CHF | 217 221 CHF | 96,96% | 96,96% |
12/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 645 104 CHF | 216 535 CHF | 96,91% | 96,91% |
11/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 147 CHF | 207 882 CHF | 96,88% | 96,88% |
08/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 595 071 CHF | 199 857 CHF | 93,42% | 93,42% |
07/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 246 CHF | 202 249 CHF | 97,91% | 97,91% |