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 | 0,62% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 722 020 CHF | 242 173 CHF | 99,38% | 99,38% |
19/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 684 341 CHF | 229 614 CHF | 99,37% | 99,37% |
18/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 698 417 CHF | 234 306 CHF | 99,38% | 99,38% |
15/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 710 184 CHF | 238 228 CHF | 99,36% | 99,36% |
14/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 737 280 CHF | 247 260 CHF | 99,38% | 99,38% |
13/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 723 833 CHF | 242 778 CHF | 99,38% | 99,38% |
12/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 718 212 CHF | 240 904 CHF | 99,15% | 99,15% |
11/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 746 189 CHF | 250 230 CHF | 99,38% | 99,38% |
08/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 712 981 CHF | 239 160 CHF | 99,37% | 99,37% |
07/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 711 574 CHF | 238 691 CHF | 98,58% | 98,58% |