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 | 0,68% | 1,49 CHF | 1,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 368 141 CHF | 148 256 CHF | 99,17% | 99,17% |
19/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 370 495 CHF | 149 198 CHF | 99,17% | 99,17% |
18/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 359 416 CHF | 144 766 CHF | 99,23% | 99,23% |
15/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 349 827 CHF | 140 931 CHF | 99,17% | 99,17% |
14/11/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 358 867 CHF | 144 547 CHF | 99,16% | 99,16% |
13/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 363 555 CHF | 146 422 CHF | 99,17% | 99,17% |
12/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 358 325 CHF | 144 330 CHF | 99,16% | 99,16% |
11/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 335 641 CHF | 135 256 CHF | 99,17% | 99,17% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 334 538 CHF | 134 815 CHF | 99,17% | 99,17% |
07/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 304 371 CHF | 122 749 CHF | 98,00% | 98,00% |