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 | 0,80% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 186 166 CHF | 187 666 CHF | 99,17% | 99,17% |
19/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 166 706 CHF | 168 206 CHF | 99,16% | 99,16% |
18/11/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 192 961 CHF | 194 461 CHF | 99,22% | 99,22% |
15/11/2024 | 0,71% | 1,29 CHF | 1,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 209 783 CHF | 211 283 CHF | 99,16% | 99,16% |
14/11/2024 | 0,65% | 1,66 CHF | 1,67 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 229 162 CHF | 230 662 CHF | 99,03% | 99,03% |
13/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 213 023 CHF | 214 523 CHF | 99,16% | 99,16% |
12/11/2024 | 0,60% | 1,47 CHF | 1,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 248 459 CHF | 249 959 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 288 647 CHF | 290 147 CHF | 99,16% | 99,16% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 260 094 CHF | 261 594 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 297 889 CHF | 299 389 CHF | 90,59% | 90,59% |