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 | 0,89% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 500 695 CHF | 168 398 CHF | 99,36% | 99,36% |
19/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 590 CHF | 173 030 CHF | 96,96% | 96,96% |
18/11/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 504 339 CHF | 169 613 CHF | 97,52% | 97,52% |
15/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 264 CHF | 156 922 CHF | 95,67% | 95,67% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 909 CHF | 159 803 CHF | 99,28% | 99,28% |
13/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 664 CHF | 154 388 CHF | 98,73% | 98,73% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 461 284 CHF | 155 261 CHF | 99,33% | 99,33% |
11/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 151 CHF | 158 217 CHF | 98,30% | 98,30% |
08/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 360 CHF | 151 953 CHF | 98,16% | 98,16% |
07/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 464 453 CHF | 156 318 CHF | 98,74% | 98,74% |