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 | 0,81% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 305 776 CHF | 123 310 CHF | 99,38% | 99,38% |
19/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 314 167 CHF | 126 667 CHF | 99,38% | 99,38% |
18/11/2024 | 0,82% | 1,29 CHF | 1,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 305 210 CHF | 123 084 CHF | 99,38% | 99,38% |
15/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 304 203 CHF | 122 681 CHF | 99,37% | 99,37% |
14/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 313 716 CHF | 126 486 CHF | 99,38% | 99,38% |
13/11/2024 | 0,84% | 1,35 CHF | 1,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 297 065 CHF | 119 826 CHF | 99,38% | 99,38% |
12/11/2024 | 0,65% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 385 515 CHF | 155 206 CHF | 99,11% | 99,11% |
11/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 410 762 CHF | 165 305 CHF | 99,38% | 99,38% |
08/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 391 384 CHF | 157 554 CHF | 99,38% | 99,38% |
07/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 397 384 CHF | 159 953 CHF | 98,69% | 98,69% |