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 | 0,87% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 614 CHF | 173 038 CHF | 99,29% | 99,29% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 504 412 CHF | 169 637 CHF | 95,57% | 95,57% |
18/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 907 CHF | 172 136 CHF | 97,35% | 97,35% |
15/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 516 521 CHF | 173 674 CHF | 96,20% | 96,20% |
14/11/2024 | 0,77% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 362 452 | 120 817 | 467 261 CHF | 156 962 CHF | 99,74% | 99,74% |
13/11/2024 | 0,78% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 420 021 | 140 007 | 534 051 CHF | 179 417 CHF | 98,78% | 98,78% |
12/11/2024 | 0,76% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 324 462 | 108 154 | 422 335 CHF | 141 860 CHF | 99,36% | 99,36% |
11/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 816 CHF | 136 272 CHF | 96,29% | 96,29% |
08/11/2024 | 0,85% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 448 682 | 149 561 | 525 164 CHF | 176 550 CHF | 96,75% | 96,75% |
07/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 548 089 CHF | 184 196 CHF | 98,64% | 98,64% |