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 | 0,56% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 798 011 CHF | 267 504 CHF | 99,31% | 99,31% |
19/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 752 810 CHF | 252 436 CHF | 99,36% | 99,36% |
18/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 742 748 CHF | 249 083 CHF | 99,20% | 99,20% |
15/11/2024 | 0,55% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 815 112 CHF | 273 204 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 856 913 CHF | 287 138 CHF | 98,35% | 98,35% |
13/11/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 876 650 CHF | 293 717 CHF | 95,26% | 95,26% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 899 198 CHF | 301 233 CHF | 98,74% | 98,74% |
11/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 959 098 CHF | 321 199 CHF | 99,37% | 99,37% |
08/11/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 997 039 CHF | 333 846 CHF | 97,51% | 97,51% |
07/11/2024 | 0,51% | 2,30 CHF | 2,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 891 323 CHF | 298 608 CHF | 98,60% | 98,60% |