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 | 0,82% | 1,24 CHF | 1,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 303 865 CHF | 122 546 CHF | 99,16% | 99,16% |
19/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 444 CHF | 125 178 CHF | 99,16% | 99,16% |
18/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 065 CHF | 125 026 CHF | 99,22% | 99,22% |
15/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 303 348 CHF | 122 339 CHF | 99,16% | 99,16% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 300 234 CHF | 121 094 CHF | 99,15% | 99,15% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 313 734 CHF | 126 494 CHF | 99,17% | 99,17% |
12/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 303 006 CHF | 122 203 CHF | 99,17% | 99,17% |
11/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 252 CHF | 115 101 CHF | 99,17% | 99,17% |
08/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 290 477 CHF | 117 191 CHF | 99,17% | 99,17% |
07/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 274 749 CHF | 110 899 CHF | 98,04% | 98,04% |