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 | 0,71% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 634 785 CHF | 213 095 CHF | 90,35% | 90,35% |
19/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 798 CHF | 210 099 CHF | 95,60% | 95,60% |
18/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 651 917 CHF | 218 806 CHF | 94,55% | 94,55% |
15/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 618 316 CHF | 207 605 CHF | 94,62% | 94,62% |
14/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 609 870 CHF | 204 790 CHF | 97,42% | 97,42% |
13/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 791 CHF | 202 430 CHF | 96,76% | 96,76% |
12/11/2024 | 0,72% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 626 578 CHF | 210 359 CHF | 93,18% | 93,18% |
11/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 644 435 CHF | 216 312 CHF | 95,40% | 95,40% |
08/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 628 607 CHF | 211 036 CHF | 98,20% | 98,20% |
07/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 176 CHF | 223 225 CHF | 97,70% | 97,70% |