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 | 0,72% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 626 625 CHF | 210 375 CHF | 99,34% | 99,34% |
19/11/2024 | 0,78% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 575 666 CHF | 193 389 CHF | 98,00% | 98,00% |
18/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 502 291 CHF | 168 930 CHF | 96,92% | 96,92% |
15/11/2024 | 0,87% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 090 CHF | 174 863 CHF | 96,95% | 96,95% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 760 149 CHF | 254 883 CHF | 99,37% | 99,37% |
13/11/2024 | 0,69% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 646 774 CHF | 217 091 CHF | 94,76% | 94,76% |
12/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 662 891 CHF | 222 464 CHF | 96,80% | 96,80% |
11/11/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 706 955 CHF | 237 152 CHF | 99,38% | 99,38% |
08/11/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 726 467 CHF | 243 656 CHF | 90,70% | 90,70% |
07/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 637 697 CHF | 214 066 CHF | 97,42% | 97,42% |