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 | 0,68% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 662 308 CHF | 222 270 CHF | 99,38% | 99,38% |
19/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 726 CHF | 210 075 CHF | 99,37% | 99,37% |
18/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 639 386 CHF | 214 629 CHF | 99,38% | 99,38% |
15/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 649 640 CHF | 218 047 CHF | 99,36% | 99,36% |
14/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 675 717 CHF | 226 739 CHF | 99,38% | 99,38% |
13/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 663 010 CHF | 222 503 CHF | 99,37% | 99,37% |
12/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 659 862 CHF | 221 454 CHF | 99,15% | 99,15% |
11/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 686 746 CHF | 230 415 CHF | 99,38% | 99,38% |
08/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 654 776 CHF | 219 759 CHF | 99,37% | 99,37% |
07/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 653 099 CHF | 219 200 CHF | 98,58% | 98,58% |