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% | 1,96 CHF | 1,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 481 874 CHF | 193 749 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 488 801 CHF | 196 520 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 481 061 CHF | 193 425 CHF | 99,38% | 99,38% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 469 246 CHF | 188 698 CHF | 99,37% | 99,37% |
14/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 476 148 CHF | 191 459 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 489 502 CHF | 196 801 CHF | 99,38% | 99,38% |
12/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 467 535 CHF | 188 014 CHF | 99,11% | 99,11% |
11/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 468 307 CHF | 188 323 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 484 349 CHF | 194 740 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 477 864 CHF | 192 146 CHF | 98,69% | 98,69% |