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 | 0,51% | 1,98 CHF | 1,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 487 914 CHF | 196 165 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 494 522 CHF | 198 809 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 494 122 CHF | 198 649 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 487 609 CHF | 196 043 CHF | 99,16% | 99,16% |
14/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 484 368 CHF | 194 747 CHF | 99,15% | 99,15% |
13/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 497 836 CHF | 200 134 CHF | 99,16% | 99,16% |
12/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 487 317 CHF | 195 927 CHF | 99,16% | 99,16% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 469 308 CHF | 188 723 CHF | 99,17% | 99,17% |
08/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 474 519 CHF | 190 807 CHF | 99,16% | 99,16% |
07/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 459 013 CHF | 184 605 CHF | 97,97% | 97,97% |