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 | 0,77% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 580 405 CHF | 194 968 CHF | 99,37% | 99,37% |
19/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 072 CHF | 182 857 CHF | 99,37% | 99,37% |
18/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 557 383 CHF | 187 294 CHF | 99,38% | 99,38% |
15/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 567 790 CHF | 190 763 CHF | 99,36% | 99,36% |
14/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 594 527 CHF | 199 676 CHF | 99,38% | 99,38% |
13/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 581 377 CHF | 195 292 CHF | 99,38% | 99,38% |
12/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 575 744 CHF | 193 415 CHF | 99,15% | 99,15% |
11/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 920 CHF | 202 473 CHF | 99,38% | 99,38% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 761 CHF | 191 420 CHF | 99,37% | 99,37% |
07/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 570 150 CHF | 191 550 CHF | 98,58% | 98,58% |