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 | 0,56% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 441 361 CHF | 177 544 CHF | 99,38% | 99,38% |
19/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 448 339 CHF | 180 336 CHF | 99,38% | 99,38% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 440 545 CHF | 177 218 CHF | 99,38% | 99,38% |
15/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 428 690 CHF | 172 476 CHF | 99,37% | 99,37% |
14/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 435 247 CHF | 175 099 CHF | 99,38% | 99,38% |
13/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 448 896 CHF | 180 559 CHF | 99,38% | 99,38% |
12/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 426 973 CHF | 171 789 CHF | 99,11% | 99,11% |
11/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 427 818 CHF | 172 127 CHF | 99,38% | 99,38% |
08/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 443 751 CHF | 178 500 CHF | 99,38% | 99,38% |
07/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 437 410 CHF | 175 964 CHF | 98,69% | 98,69% |