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 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 703 677 CHF | 236 059 CHF | 99,47% | 99,47% |
19/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 657 079 CHF | 220 526 CHF | 99,16% | 99,16% |
18/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 644 617 CHF | 216 372 CHF | 99,57% | 99,57% |
15/11/2024 | 0,62% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 616 CHF | 241 705 CHF | 99,36% | 99,36% |
14/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 763 439 CHF | 255 980 CHF | 97,66% | 97,66% |
13/11/2024 | 0,57% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 783 833 CHF | 262 778 CHF | 95,26% | 95,26% |
12/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 932 CHF | 270 477 CHF | 97,47% | 97,47% |
11/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 869 135 CHF | 291 212 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 906 875 CHF | 303 792 CHF | 97,55% | 97,55% |
07/11/2024 | 0,57% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 796 388 CHF | 266 963 CHF | 98,60% | 98,60% |