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 | 0,60% | 1,68 CHF | 1,69 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 746 CHF | 168 098 CHF | 99,16% | 99,16% |
19/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 132 CHF | 168 253 CHF | 99,16% | 99,16% |
18/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 412 179 CHF | 165 872 CHF | 99,22% | 99,22% |
15/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 410 643 CHF | 165 257 CHF | 99,17% | 99,17% |
14/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 415 808 CHF | 167 323 CHF | 99,15% | 99,15% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 414 612 CHF | 166 845 CHF | 99,17% | 99,17% |
12/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 410 682 CHF | 165 273 CHF | 99,16% | 99,16% |
11/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 397 649 CHF | 160 060 CHF | 99,17% | 99,17% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 399 022 CHF | 160 609 CHF | 99,16% | 99,16% |
07/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 390 716 CHF | 157 286 CHF | 97,98% | 97,98% |