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 | 0,79% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 587 CHF | 189 696 CHF | 99,38% | 99,38% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 528 124 CHF | 177 541 CHF | 99,37% | 99,37% |
18/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 541 087 CHF | 181 862 CHF | 99,38% | 99,38% |
15/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 554 228 CHF | 186 243 CHF | 99,36% | 99,36% |
14/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 580 991 CHF | 195 164 CHF | 99,38% | 99,38% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 557 CHF | 191 352 CHF | 99,38% | 99,38% |
12/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 655 CHF | 191 385 CHF | 99,15% | 99,15% |
11/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 754 CHF | 199 085 CHF | 99,38% | 99,38% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 555 334 CHF | 186 611 CHF | 99,37% | 99,37% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 554 074 CHF | 186 191 CHF | 98,58% | 98,58% |