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% | 1,37 CHF | 1,38 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 206 862 CHF | 69 454 CHF | 98,93% | 98,93% |
19/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 214 105 CHF | 71 868 CHF | 98,90% | 98,90% |
18/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 222 000 CHF | 74 500 CHF | 97,02% | 97,02% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 227 643 CHF | 76 381 CHF | 99,37% | 99,37% |
14/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 221 246 CHF | 74 249 CHF | 99,37% | 99,37% |
13/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 208 627 CHF | 70 042 CHF | 97,01% | 97,01% |
12/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 199 720 CHF | 67 073 CHF | 96,89% | 96,89% |
11/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 189 268 CHF | 63 589 CHF | 98,88% | 98,88% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 189 718 CHF | 63 739 CHF | 93,76% | 93,76% |
07/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 196 555 CHF | 66 018 CHF | 98,69% | 98,69% |