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 | 0,61% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 828 CHF | 247 776 CHF | 99,44% | 99,44% |
19/11/2024 | 0,65% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 694 594 CHF | 233 032 CHF | 99,10% | 99,10% |
18/11/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 684 704 CHF | 229 735 CHF | 98,99% | 98,99% |
15/11/2024 | 0,59% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 755 228 CHF | 253 243 CHF | 99,36% | 99,36% |
14/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 797 082 CHF | 267 194 CHF | 98,15% | 98,15% |
13/11/2024 | 0,55% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 817 038 CHF | 273 846 CHF | 95,26% | 95,26% |
12/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 839 322 CHF | 281 274 CHF | 97,48% | 97,48% |
11/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 898 931 CHF | 301 144 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 937 262 CHF | 313 921 CHF | 97,56% | 97,56% |
07/11/2024 | 0,54% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 833 678 CHF | 279 393 CHF | 98,61% | 98,61% |