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 | 0,78% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 573 479 CHF | 192 660 CHF | 99,15% | 99,15% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 620 CHF | 193 040 CHF | 96,50% | 96,50% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 025 CHF | 196 842 CHF | 94,07% | 94,07% |
15/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 321 CHF | 190 940 CHF | 91,10% | 91,10% |
14/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 551 922 CHF | 185 474 CHF | 94,14% | 94,14% |
13/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 550 417 CHF | 184 972 CHF | 83,35% | 83,35% |
12/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 687 CHF | 175 062 CHF | 91,82% | 91,82% |
11/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 494 807 CHF | 166 436 CHF | 85,54% | 85,54% |
08/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 505 421 CHF | 169 974 CHF | 89,18% | 89,18% |
07/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 508 262 CHF | 170 921 CHF | 80,46% | 80,46% |