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 | 0,53% | 1,92 CHF | 1,93 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 471 173 CHF | 473 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 465 803 CHF | 468 303 CHF | 99,91% | 99,91% |
18/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 471 353 CHF | 473 853 CHF | 99,91% | 99,91% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 470 908 CHF | 473 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 477 429 CHF | 479 929 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 456 831 CHF | 459 331 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 455 302 CHF | 457 802 CHF | 99,70% | 99,70% |
11/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 444 778 CHF | 447 278 CHF | 99,91% | 99,91% |
08/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 418 026 CHF | 420 526 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 417 501 CHF | 420 001 CHF | 95,89% | 95,89% |