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 | 0,54% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 462 500 CHF | 186 000 CHF | 99,38% | 99,38% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 463 302 CHF | 186 321 CHF | 99,38% | 99,38% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 458 619 CHF | 184 448 CHF | 99,38% | 99,38% |
15/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 457 437 CHF | 183 975 CHF | 99,37% | 99,37% |
14/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 454 108 CHF | 182 643 CHF | 99,38% | 99,38% |
13/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 451 035 CHF | 181 414 CHF | 99,04% | 99,04% |
12/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 447 146 CHF | 179 858 CHF | 99,11% | 99,11% |
11/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 447 425 CHF | 179 970 CHF | 99,38% | 99,38% |
08/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 453 994 CHF | 182 597 CHF | 99,38% | 99,38% |
07/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 457 580 CHF | 184 032 CHF | 98,69% | 98,69% |