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 | 0,50% | 2,02 CHF | 2,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 502 913 CHF | 202 165 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 503 849 CHF | 202 540 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 492 552 CHF | 198 021 CHF | 99,38% | 99,38% |
15/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 490 297 CHF | 197 119 CHF | 99,37% | 99,37% |
14/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 480 823 CHF | 193 329 CHF | 99,38% | 99,38% |
13/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 474 400 CHF | 190 760 CHF | 99,04% | 99,04% |
12/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 464 668 CHF | 186 867 CHF | 99,11% | 99,11% |
11/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 466 061 CHF | 187 424 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 480 526 CHF | 193 210 CHF | 99,38% | 99,38% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 490 974 CHF | 197 390 CHF | 98,69% | 98,69% |