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 | 0,85% | 1,16 CHF | 1,17 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 586 040 CHF | 177 312 CHF | 99,38% | 99,38% |
19/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 574 451 CHF | 173 835 CHF | 99,37% | 99,37% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 582 939 CHF | 176 382 CHF | 99,37% | 99,37% |
15/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 620 273 CHF | 187 582 CHF | 99,34% | 99,34% |
14/11/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 649 883 CHF | 196 465 CHF | 99,37% | 99,37% |
13/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 627 965 CHF | 189 890 CHF | 99,38% | 99,38% |
12/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 667 423 CHF | 201 727 CHF | 99,14% | 99,14% |
11/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 698 067 CHF | 210 920 CHF | 99,13% | 99,13% |
08/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 692 120 CHF | 209 136 CHF | 99,38% | 99,38% |
07/11/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 711 486 CHF | 214 946 CHF | 98,56% | 98,56% |