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 | 0,72% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 345 715 CHF | 139 286 CHF | 99,16% | 99,16% |
19/11/2024 | 0,76% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 329 801 CHF | 132 920 CHF | 96,92% | 96,92% |
18/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 290 265 CHF | 117 106 CHF | 99,22% | 99,22% |
15/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 721 CHF | 115 288 CHF | 99,17% | 99,17% |
14/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 273 086 CHF | 110 234 CHF | 99,15% | 99,15% |
13/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 287 857 CHF | 116 143 CHF | 99,16% | 99,16% |
12/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 246 256 CHF | 99 502 CHF | 99,16% | 99,16% |
11/11/2024 | 1,12% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 222 082 CHF | 89 833 CHF | 99,17% | 99,17% |
08/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 247 064 CHF | 99 826 CHF | 99,17% | 99,17% |
07/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 142 CHF | 96 657 CHF | 97,97% | 97,97% |