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 | 0,69% | 1,33 CHF | 1,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 216 217 CHF | 217 717 CHF | 99,17% | 99,17% |
19/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 196 837 CHF | 198 337 CHF | 99,16% | 99,16% |
18/11/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 223 122 CHF | 224 622 CHF | 99,22% | 99,22% |
15/11/2024 | 0,62% | 1,49 CHF | 1,50 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 239 867 CHF | 241 367 CHF | 99,16% | 99,16% |
14/11/2024 | 0,58% | 1,86 CHF | 1,87 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 259 204 CHF | 260 704 CHF | 99,03% | 99,03% |
13/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 243 166 CHF | 244 666 CHF | 99,16% | 99,16% |
12/11/2024 | 0,54% | 1,67 CHF | 1,68 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 278 479 CHF | 279 979 CHF | 99,16% | 99,16% |
11/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 318 647 CHF | 320 147 CHF | 99,16% | 99,16% |
08/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 290 252 CHF | 291 752 CHF | 99,17% | 99,17% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 327 955 CHF | 329 455 CHF | 90,59% | 90,59% |