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 | 0,60% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 752 027 CHF | 252 176 CHF | 99,38% | 99,38% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 745 129 CHF | 249 876 CHF | 99,38% | 99,38% |
18/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 789 812 CHF | 264 771 CHF | 99,38% | 99,38% |
15/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 812 112 CHF | 272 204 CHF | 99,36% | 99,36% |
14/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 814 377 CHF | 272 959 CHF | 99,37% | 99,37% |
13/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 789 946 CHF | 264 815 CHF | 99,37% | 99,37% |
12/11/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 850 177 CHF | 284 892 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 893 114 CHF | 299 205 CHF | 99,38% | 99,38% |
08/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 846 221 CHF | 283 574 CHF | 99,38% | 99,38% |
07/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 829 338 CHF | 277 946 CHF | 98,58% | 98,58% |