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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 627 151 CHF | 210 550 CHF | 99,37% | 99,37% |
22/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 080 CHF | 188 193 CHF | 97,90% | 97,90% |
20/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 541 645 CHF | 182 048 CHF | 98,88% | 98,88% |
19/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 550 854 CHF | 185 118 CHF | 98,87% | 98,87% |
18/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 579 410 CHF | 194 637 CHF | 96,67% | 96,67% |
15/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 588 659 CHF | 197 720 CHF | 99,37% | 99,37% |
14/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 778 CHF | 203 093 CHF | 99,37% | 99,37% |
13/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 587 328 CHF | 197 276 CHF | 96,85% | 96,85% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 942 CHF | 196 480 CHF | 96,87% | 96,87% |
11/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 158 CHF | 187 886 CHF | 96,90% | 96,90% |