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 | 0,57% | 1,72 CHF | 1,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 436 474 CHF | 175 590 CHF | 99,17% | 99,17% |
19/11/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 420 370 CHF | 169 148 CHF | 96,92% | 96,92% |
18/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 380 759 CHF | 153 304 CHF | 99,22% | 99,22% |
15/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 376 490 CHF | 151 596 CHF | 99,17% | 99,17% |
14/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 363 662 CHF | 146 465 CHF | 99,15% | 99,15% |
13/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 378 550 CHF | 152 420 CHF | 99,16% | 99,16% |
12/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 336 969 CHF | 135 788 CHF | 99,16% | 99,16% |
11/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 312 679 CHF | 126 072 CHF | 99,17% | 99,17% |
08/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 337 696 CHF | 136 078 CHF | 99,16% | 99,16% |
07/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 330 038 CHF | 133 015 CHF | 97,99% | 97,99% |