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 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 499 095 CHF | 167 865 CHF | 98,88% | 98,88% |
19/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 509 477 CHF | 171 326 CHF | 98,87% | 98,87% |
18/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 538 397 CHF | 180 966 CHF | 96,76% | 96,76% |
15/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 505 CHF | 183 668 CHF | 99,37% | 99,37% |
14/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 867 CHF | 189 122 CHF | 99,37% | 99,37% |
13/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 545 658 CHF | 183 386 CHF | 97,02% | 97,02% |
12/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 125 CHF | 182 542 CHF | 96,80% | 96,80% |
11/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 518 394 CHF | 174 298 CHF | 96,90% | 96,90% |
08/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 494 620 CHF | 166 373 CHF | 93,42% | 93,42% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 500 623 CHF | 168 374 CHF | 97,91% | 97,91% |