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 | 0,66% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 681 075 CHF | 228 525 CHF | 99,19% | 99,19% |
19/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 275 CHF | 214 258 CHF | 98,78% | 98,78% |
18/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 628 412 CHF | 210 971 CHF | 99,22% | 99,22% |
15/11/2024 | 0,64% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 697 637 CHF | 234 046 CHF | 99,36% | 99,36% |
14/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 773 CHF | 247 758 CHF | 98,31% | 98,31% |
13/11/2024 | 0,59% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 758 786 CHF | 254 429 CHF | 95,29% | 95,29% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 781 137 CHF | 261 879 CHF | 97,47% | 97,47% |
11/11/2024 | 0,53% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 840 035 CHF | 281 512 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 878 738 CHF | 294 413 CHF | 97,56% | 97,56% |
07/11/2024 | 0,58% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 777 688 CHF | 260 729 CHF | 98,61% | 98,61% |