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 | 0,88% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 282 617 CHF | 114 047 CHF | 99,17% | 99,17% |
19/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 292 731 CHF | 118 092 CHF | 99,17% | 99,17% |
18/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 006 CHF | 115 003 CHF | 99,22% | 99,22% |
15/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 288 837 CHF | 116 535 CHF | 99,17% | 99,17% |
14/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 387 CHF | 113 155 CHF | 99,16% | 99,16% |
13/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 283 050 CHF | 114 220 CHF | 99,17% | 99,17% |
12/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 268 594 CHF | 108 437 CHF | 99,16% | 99,16% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 256 108 CHF | 103 443 CHF | 99,17% | 99,17% |
08/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 271 687 CHF | 109 675 CHF | 99,17% | 99,17% |
07/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 667 CHF | 109 267 CHF | 98,00% | 98,00% |