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 | 0,76% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 325 965 CHF | 131 386 CHF | 99,38% | 99,38% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 319 161 CHF | 128 664 CHF | 99,38% | 99,38% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 327 085 CHF | 131 834 CHF | 99,38% | 99,38% |
15/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 339 801 CHF | 136 920 CHF | 99,36% | 99,36% |
14/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 333 297 CHF | 134 319 CHF | 99,38% | 99,38% |
13/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 319 980 CHF | 128 992 CHF | 99,38% | 99,38% |
12/11/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 342 053 CHF | 137 821 CHF | 99,11% | 99,11% |
11/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 341 693 CHF | 137 677 CHF | 99,38% | 99,38% |
08/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 326 249 CHF | 131 500 CHF | 99,38% | 99,38% |
07/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 333 109 CHF | 134 243 CHF | 98,69% | 98,69% |