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 | 0,92% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 165 CHF | 109 066 CHF | 99,16% | 99,16% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 677 CHF | 109 271 CHF | 99,17% | 99,17% |
18/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 249 CHF | 109 100 CHF | 99,21% | 99,21% |
15/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 266 275 CHF | 107 510 CHF | 99,16% | 99,16% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 264 176 CHF | 106 670 CHF | 99,15% | 99,15% |
13/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 263 384 CHF | 106 354 CHF | 99,16% | 99,16% |
12/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 257 544 CHF | 104 018 CHF | 99,16% | 99,16% |
11/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 253 814 CHF | 102 526 CHF | 99,17% | 99,17% |
08/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 595 CHF | 102 838 CHF | 99,16% | 99,16% |
07/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 208 CHF | 100 683 CHF | 97,98% | 97,98% |