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 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 422 496 CHF | 169 998 CHF | 99,38% | 99,38% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 422 472 CHF | 169 989 CHF | 99,38% | 99,38% |
18/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 968 CHF | 168 587 CHF | 99,38% | 99,38% |
15/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 751 CHF | 168 100 CHF | 99,37% | 99,37% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 415 056 CHF | 167 022 CHF | 99,38% | 99,38% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 412 985 CHF | 166 194 CHF | 99,04% | 99,04% |
12/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 409 829 CHF | 164 932 CHF | 99,11% | 99,11% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 409 971 CHF | 164 988 CHF | 99,38% | 99,38% |
08/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 414 698 CHF | 166 879 CHF | 99,38% | 99,38% |
07/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 208 CHF | 168 283 CHF | 98,69% | 98,69% |