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 | 0,90% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 221 CHF | 111 088 CHF | 99,17% | 99,17% |
19/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 281 271 CHF | 113 509 CHF | 99,17% | 99,17% |
18/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 281 815 CHF | 113 726 CHF | 99,23% | 99,23% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 739 CHF | 111 296 CHF | 99,16% | 99,16% |
14/11/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 092 CHF | 111 037 CHF | 99,16% | 99,16% |
13/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 246 485 CHF | 99 594 CHF | 99,17% | 99,17% |
12/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 073 CHF | 102 629 CHF | 99,17% | 99,17% |
11/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 272 813 CHF | 110 125 CHF | 99,17% | 99,17% |
08/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 279 163 CHF | 112 665 CHF | 99,17% | 99,17% |
07/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 99 988 | 294 501 CHF | 118 787 CHF | 98,06% | 98,06% |