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 | 0,79% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 120 CHF | 191 207 CHF | 99,03% | 99,03% |
19/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 565 697 CHF | 190 066 CHF | 90,21% | 90,21% |
18/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 647 179 CHF | 217 226 CHF | 97,15% | 97,15% |
15/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 675 442 CHF | 226 647 CHF | 98,41% | 98,41% |
14/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 708 770 CHF | 237 757 CHF | 98,44% | 98,44% |
13/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 733 CHF | 194 411 CHF | 96,44% | 96,44% |
12/11/2024 | 0,73% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 616 464 CHF | 206 988 CHF | 95,82% | 95,82% |
11/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 664 241 CHF | 222 914 CHF | 98,23% | 98,23% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 645 281 CHF | 216 594 CHF | 93,00% | 93,00% |
07/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 664 332 CHF | 222 944 CHF | 98,19% | 98,19% |