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 | 0,72% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 658 CHF | 210 052 CHF | 99,18% | 99,18% |
19/11/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 108 CHF | 196 203 CHF | 99,40% | 99,40% |
18/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 656 CHF | 193 052 CHF | 99,53% | 99,53% |
15/11/2024 | 0,70% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 641 575 CHF | 215 358 CHF | 99,36% | 99,36% |
14/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 682 246 CHF | 228 916 CHF | 98,53% | 98,53% |
13/11/2024 | 0,64% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 702 545 CHF | 235 682 CHF | 95,26% | 95,26% |
12/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 724 812 CHF | 243 104 CHF | 98,48% | 98,48% |
11/11/2024 | 0,57% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 782 756 CHF | 262 419 CHF | 99,37% | 99,37% |
08/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 821 487 CHF | 275 329 CHF | 97,51% | 97,51% |
07/11/2024 | 0,63% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 723 195 CHF | 242 565 CHF | 98,60% | 98,60% |