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 | 0,80% | 1,28 CHF | 1,29 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 312 258 CHF | 125 903 CHF | 99,38% | 99,38% |
19/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 315 058 CHF | 127 023 CHF | 99,38% | 99,38% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 299 783 CHF | 120 913 CHF | 99,38% | 99,38% |
15/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 287 399 CHF | 115 959 CHF | 99,37% | 99,37% |
14/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 263 938 CHF | 106 575 CHF | 99,38% | 99,38% |
13/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 250 544 CHF | 101 218 CHF | 99,38% | 99,38% |
12/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 253 201 CHF | 102 280 CHF | 99,11% | 99,11% |
11/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 255 CHF | 96 702 CHF | 99,38% | 99,38% |
08/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 250 026 CHF | 101 010 CHF | 99,38% | 99,38% |
07/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 483 CHF | 96 793 CHF | 98,69% | 98,69% |