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 | 0,61% | 1,66 CHF | 1,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 406 073 CHF | 408 573 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 400 862 CHF | 403 362 CHF | 99,91% | 99,91% |
18/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 406 144 CHF | 408 644 CHF | 99,91% | 99,91% |
15/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 405 596 CHF | 408 096 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 411 998 CHF | 414 498 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 391 872 CHF | 394 372 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 390 382 CHF | 392 882 CHF | 99,70% | 99,70% |
11/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 379 938 CHF | 382 438 CHF | 99,91% | 99,91% |
08/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 353 734 CHF | 356 234 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 353 102 CHF | 355 602 CHF | 95,89% | 95,89% |