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 | 0,70% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 640 956 CHF | 215 152 CHF | 99,37% | 99,37% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 989 CHF | 202 496 CHF | 99,37% | 99,37% |
18/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 616 071 CHF | 206 857 CHF | 99,38% | 99,38% |
15/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 852 CHF | 211 451 CHF | 99,36% | 99,36% |
14/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 656 857 CHF | 220 452 CHF | 99,37% | 99,37% |
13/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 644 625 CHF | 216 375 CHF | 99,38% | 99,38% |
12/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 643 362 CHF | 215 954 CHF | 99,15% | 99,15% |
11/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 668 362 CHF | 224 287 CHF | 99,38% | 99,38% |
08/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 630 440 CHF | 211 647 CHF | 99,37% | 99,37% |
07/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 325 CHF | 211 275 CHF | 98,58% | 98,58% |