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 | 0,69% | 1,49 CHF | 1,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 362 258 CHF | 145 903 CHF | 99,38% | 99,38% |
19/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 367 032 CHF | 147 813 CHF | 99,38% | 99,38% |
18/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 355 305 CHF | 143 122 CHF | 99,38% | 99,38% |
15/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 340 668 CHF | 137 267 CHF | 99,37% | 99,37% |
14/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 337 766 CHF | 136 106 CHF | 99,38% | 99,38% |
13/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 336 963 CHF | 135 785 CHF | 99,38% | 99,38% |
12/11/2024 | 0,80% | 1,32 CHF | 1,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 311 965 CHF | 125 786 CHF | 99,11% | 99,11% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 296 889 CHF | 119 755 CHF | 99,38% | 99,38% |
08/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 314 995 CHF | 126 998 CHF | 99,38% | 99,38% |
07/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 298 638 CHF | 120 455 CHF | 98,69% | 98,69% |