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 | 0,63% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 394 996 CHF | 158 998 CHF | 99,38% | 99,38% |
19/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 394 798 CHF | 158 919 CHF | 99,38% | 99,38% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 391 140 CHF | 157 456 CHF | 99,38% | 99,38% |
15/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 390 093 CHF | 157 037 CHF | 99,37% | 99,37% |
14/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 387 519 CHF | 156 008 CHF | 99,38% | 99,38% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 385 458 CHF | 155 183 CHF | 99,04% | 99,04% |
12/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 382 094 CHF | 153 838 CHF | 99,11% | 99,11% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 382 251 CHF | 153 900 CHF | 99,38% | 99,38% |
08/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 387 114 CHF | 155 845 CHF | 99,38% | 99,38% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 390 185 CHF | 157 074 CHF | 98,69% | 98,69% |