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 | 0,67% | 1,51 CHF | 1,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 370 643 CHF | 373 143 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 365 592 CHF | 368 092 CHF | 99,91% | 99,91% |
18/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 370 768 CHF | 373 268 CHF | 99,91% | 99,91% |
15/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 370 051 CHF | 372 551 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 376 379 CHF | 378 879 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 356 654 CHF | 359 154 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 355 154 CHF | 357 654 CHF | 99,70% | 99,70% |
11/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 344 845 CHF | 347 345 CHF | 99,91% | 99,91% |
08/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 318 853 CHF | 321 353 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 318 090 CHF | 320 590 CHF | 95,89% | 95,89% |