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 | 0,87% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 415 CHF | 173 972 CHF | 90,43% | 90,43% |
19/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 508 598 CHF | 171 033 CHF | 95,55% | 95,55% |
18/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 532 459 CHF | 178 986 CHF | 94,54% | 94,54% |
15/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 500 675 CHF | 168 392 CHF | 94,63% | 94,63% |
14/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 827 CHF | 166 109 CHF | 97,41% | 97,41% |
13/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 161 CHF | 163 887 CHF | 96,77% | 96,77% |
12/11/2024 | 0,88% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 509 307 CHF | 171 269 CHF | 93,18% | 93,18% |
11/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 525 994 CHF | 176 831 CHF | 95,37% | 95,37% |
08/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 436 CHF | 171 979 CHF | 98,18% | 98,18% |
07/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 279 CHF | 183 593 CHF | 97,72% | 97,72% |