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 | 0,52% | 1,95 CHF | 1,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 482 351 CHF | 193 941 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 484 322 CHF | 194 729 CHF | 99,17% | 99,17% |
18/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 473 417 CHF | 190 367 CHF | 99,23% | 99,23% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 463 762 CHF | 186 505 CHF | 99,17% | 99,17% |
14/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 473 078 CHF | 190 231 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 477 600 CHF | 192 040 CHF | 99,17% | 99,17% |
12/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 472 088 CHF | 189 835 CHF | 99,16% | 99,16% |
11/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 449 765 CHF | 180 906 CHF | 99,17% | 99,17% |
08/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 448 490 CHF | 180 396 CHF | 99,17% | 99,17% |
07/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 888 CHF | 168 555 CHF | 98,00% | 98,00% |