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 | 0,73% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 611 171 CHF | 205 224 CHF | 90,20% | 90,20% |
19/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 125 CHF | 202 208 CHF | 95,55% | 95,55% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 499 CHF | 211 333 CHF | 94,10% | 94,10% |
15/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 594 888 CHF | 199 796 CHF | 94,64% | 94,64% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 093 CHF | 196 864 CHF | 97,37% | 97,37% |
13/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 579 217 CHF | 194 572 CHF | 96,80% | 96,80% |
12/11/2024 | 0,74% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 046 CHF | 202 515 CHF | 93,20% | 93,20% |
11/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 881 CHF | 208 460 CHF | 95,35% | 95,35% |
08/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 737 CHF | 202 746 CHF | 98,17% | 98,17% |
07/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 640 535 CHF | 215 012 CHF | 97,68% | 97,68% |