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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 626 637 CHF | 126 327 CHF | 99,27% | 99,27% |
20/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 625 592 CHF | 126 118 CHF | 99,27% | 99,27% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 639 721 CHF | 128 944 CHF | 99,27% | 99,27% |
18/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 630 881 CHF | 127 176 CHF | 99,27% | 99,27% |
15/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 639 594 CHF | 128 919 CHF | 99,27% | 99,27% |
14/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 644 444 CHF | 129 889 CHF | 99,27% | 99,27% |
13/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 645 350 CHF | 130 070 CHF | 99,27% | 99,27% |
12/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 636 996 CHF | 128 399 CHF | 99,25% | 99,25% |
11/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 606 767 CHF | 122 353 CHF | 99,27% | 99,27% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 609 078 CHF | 122 816 CHF | 99,26% | 99,26% |