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% | 1,15 CHF | 1,16 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 175 538 CHF | 59 013 CHF | 99,37% | 99,37% |
19/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 173 405 CHF | 58 302 CHF | 99,38% | 99,38% |
18/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 166 558 CHF | 56 019 CHF | 97,55% | 97,55% |
15/11/2024 | 0,80% | 1,15 CHF | 1,16 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 188 183 CHF | 63 228 CHF | 99,38% | 99,38% |
14/11/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 194 710 CHF | 65 404 CHF | 93,44% | 93,44% |
13/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 224 340 CHF | 75 280 CHF | 96,85% | 96,85% |
12/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 226 734 CHF | 76 078 CHF | 96,81% | 96,81% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 230 207 CHF | 77 236 CHF | 99,14% | 99,14% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 231 397 CHF | 77 632 CHF | 90,37% | 90,37% |
07/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 231 424 CHF | 77 641 CHF | 97,28% | 97,28% |