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 | 0,94% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 475 181 CHF | 159 894 CHF | 98,88% | 98,88% |
19/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 485 265 CHF | 163 255 CHF | 98,86% | 98,86% |
18/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 513 989 CHF | 172 830 CHF | 96,59% | 96,59% |
15/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 522 094 CHF | 175 531 CHF | 99,37% | 99,37% |
14/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 538 365 CHF | 180 955 CHF | 99,38% | 99,38% |
13/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 948 CHF | 175 149 CHF | 96,86% | 96,86% |
12/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 081 CHF | 174 527 CHF | 96,87% | 96,87% |
11/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 511 CHF | 166 004 CHF | 96,89% | 96,89% |
08/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 469 958 CHF | 158 153 CHF | 93,42% | 93,42% |
07/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 932 CHF | 160 477 CHF | 97,89% | 97,89% |