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 | 0,76% | 1,30 CHF | 1,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 328 832 CHF | 132 533 CHF | 99,16% | 99,16% |
19/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 329 702 CHF | 132 881 CHF | 99,17% | 99,17% |
18/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 337 786 CHF | 136 114 CHF | 99,22% | 99,22% |
15/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 343 486 CHF | 138 395 CHF | 99,17% | 99,17% |
14/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 344 312 CHF | 138 725 CHF | 99,15% | 99,15% |
13/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 339 671 CHF | 136 868 CHF | 99,16% | 99,16% |
12/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 344 945 CHF | 138 978 CHF | 99,15% | 99,15% |
11/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 356 260 CHF | 143 504 CHF | 99,16% | 99,16% |
08/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 355 985 CHF | 143 394 CHF | 99,16% | 99,16% |
07/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 368 608 CHF | 148 443 CHF | 98,05% | 98,05% |