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 | 0,63% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 713 375 CHF | 239 292 CHF | 98,88% | 98,88% |
19/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 722 292 CHF | 242 264 CHF | 98,87% | 98,87% |
18/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 752 212 CHF | 252 237 CHF | 96,78% | 96,78% |
15/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 760 716 CHF | 255 072 CHF | 99,37% | 99,37% |
14/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 777 135 CHF | 260 545 CHF | 99,37% | 99,37% |
13/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 758 543 CHF | 254 348 CHF | 97,01% | 97,01% |
12/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 756 048 CHF | 253 516 CHF | 96,82% | 96,82% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 730 063 CHF | 244 854 CHF | 96,89% | 96,89% |
08/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 703 944 CHF | 236 148 CHF | 93,42% | 93,42% |
07/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 711 390 CHF | 238 630 CHF | 97,90% | 97,90% |