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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 577 444 CHF | 193 981 CHF | 98,81% | 98,81% |
22/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 492 CHF | 186 997 CHF | 99,30% | 99,30% |
20/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 598 474 CHF | 200 992 CHF | 99,38% | 99,38% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 710 CHF | 189 070 CHF | 99,37% | 99,37% |
18/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 576 254 CHF | 193 585 CHF | 99,38% | 99,38% |
15/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 585 927 CHF | 196 809 CHF | 99,36% | 99,36% |
14/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 611 629 CHF | 205 376 CHF | 99,38% | 99,38% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 598 895 CHF | 201 132 CHF | 99,38% | 99,38% |
12/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 594 616 CHF | 199 705 CHF | 99,15% | 99,15% |
11/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 730 CHF | 208 743 CHF | 99,38% | 99,38% |