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 | 0,78% | 1,27 CHF | 1,28 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 571 386 CHF | 63 987 CHF | 99,37% | 99,37% |
19/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 578 714 CHF | 64 802 CHF | 99,37% | 99,37% |
18/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 590 821 CHF | 66 147 CHF | 98,89% | 98,89% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 578 651 CHF | 64 795 CHF | 99,37% | 99,37% |
14/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 612 032 CHF | 68 504 CHF | 99,37% | 99,37% |
13/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 635 757 CHF | 71 140 CHF | 99,07% | 99,07% |
12/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 685 639 CHF | 76 682 CHF | 99,37% | 99,37% |
11/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 672 597 CHF | 75 233 CHF | 99,37% | 99,37% |
08/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 672 413 CHF | 75 213 CHF | 99,37% | 99,37% |
07/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 643 145 CHF | 71 961 CHF | 99,30% | 99,30% |