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 | 0,80% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 863 CHF | 187 788 CHF | 99,37% | 99,37% |
19/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 573 CHF | 174 691 CHF | 99,37% | 99,37% |
18/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 533 088 CHF | 179 196 CHF | 99,38% | 99,38% |
15/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 545 413 CHF | 183 304 CHF | 99,36% | 99,36% |
14/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 573 983 CHF | 192 828 CHF | 99,37% | 99,37% |
13/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 120 CHF | 187 873 CHF | 99,38% | 99,38% |
12/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 552 798 CHF | 185 766 CHF | 99,15% | 99,15% |
11/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 580 979 CHF | 195 160 CHF | 99,38% | 99,38% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 547 019 CHF | 183 840 CHF | 99,37% | 99,37% |
07/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 771 CHF | 183 757 CHF | 98,58% | 98,58% |