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 | 0,92% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 092 CHF | 163 864 CHF | 90,16% | 90,16% |
19/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 405 CHF | 160 968 CHF | 95,58% | 95,58% |
18/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 503 583 CHF | 169 361 CHF | 94,40% | 94,40% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 666 CHF | 158 389 CHF | 94,65% | 94,65% |
14/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 463 691 CHF | 156 064 CHF | 97,39% | 97,39% |
13/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 457 198 CHF | 153 899 CHF | 96,77% | 96,77% |
12/11/2024 | 0,94% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 479 222 CHF | 161 241 CHF | 93,21% | 93,21% |
11/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 496 118 CHF | 166 873 CHF | 95,50% | 95,50% |
08/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 480 329 CHF | 161 610 CHF | 98,20% | 98,20% |
07/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 515 379 CHF | 173 293 CHF | 97,68% | 97,68% |