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 | 0,63% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 712 956 CHF | 239 152 CHF | 99,38% | 99,38% |
19/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 675 111 CHF | 226 537 CHF | 99,37% | 99,37% |
18/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 688 827 CHF | 231 109 CHF | 99,38% | 99,38% |
15/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 701 852 CHF | 235 451 CHF | 99,36% | 99,36% |
14/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 729 491 CHF | 244 664 CHF | 99,37% | 99,37% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 716 291 CHF | 240 264 CHF | 99,38% | 99,38% |
12/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 713 929 CHF | 239 476 CHF | 99,15% | 99,15% |
11/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 739 253 CHF | 247 918 CHF | 99,38% | 99,38% |
08/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 702 442 CHF | 235 647 CHF | 99,37% | 99,37% |
07/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 701 369 CHF | 235 290 CHF | 98,58% | 98,58% |