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 | 0,77% | 1,28 CHF | 1,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 257 943 CHF | 259 943 CHF | 99,81% | 99,81% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 248 012 CHF | 250 012 CHF | 99,72% | 99,72% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 255 129 CHF | 257 129 CHF | 99,71% | 99,71% |
15/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 264 570 CHF | 266 570 CHF | 99,81% | 99,81% |
14/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 268 340 CHF | 270 340 CHF | 99,81% | 99,81% |
13/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 264 835 CHF | 266 835 CHF | 99,81% | 99,81% |
12/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 274 157 CHF | 276 157 CHF | 99,51% | 99,51% |
11/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 281 398 CHF | 283 398 CHF | 99,72% | 99,72% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 275 061 CHF | 277 061 CHF | 99,81% | 99,81% |
07/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 280 806 CHF | 282 806 CHF | 95,69% | 95,69% |