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 | 0,95% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 261 998 CHF | 105 799 CHF | 99,17% | 99,17% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 271 562 CHF | 109 625 CHF | 99,17% | 99,17% |
18/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 264 380 CHF | 106 752 CHF | 99,23% | 99,23% |
15/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 268 212 CHF | 108 285 CHF | 99,17% | 99,17% |
14/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 259 645 CHF | 104 858 CHF | 99,13% | 99,13% |
13/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 262 267 CHF | 105 907 CHF | 99,17% | 99,17% |
12/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 247 859 CHF | 100 144 CHF | 99,17% | 99,17% |
11/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 235 654 CHF | 95 262 CHF | 99,17% | 99,17% |
08/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 251 014 CHF | 101 406 CHF | 99,17% | 99,17% |
07/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 934 CHF | 100 974 CHF | 98,00% | 98,00% |