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 | 0,92% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 269 614 CHF | 108 846 CHF | 99,17% | 99,17% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 276 215 CHF | 111 486 CHF | 99,16% | 99,16% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 810 CHF | 111 324 CHF | 99,22% | 99,22% |
15/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 269 068 CHF | 108 627 CHF | 99,16% | 99,16% |
14/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 265 920 CHF | 107 368 CHF | 99,15% | 99,15% |
13/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 279 331 CHF | 112 733 CHF | 99,16% | 99,16% |
12/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 268 623 CHF | 108 449 CHF | 99,16% | 99,16% |
11/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 250 913 CHF | 101 365 CHF | 99,17% | 99,17% |
08/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 255 870 CHF | 103 348 CHF | 99,16% | 99,16% |
07/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 240 454 CHF | 97 182 CHF | 98,04% | 98,04% |