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 | 0,70% | 1,42 CHF | 1,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 358 144 CHF | 144 257 CHF | 99,38% | 99,38% |
19/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 366 667 CHF | 147 667 CHF | 99,38% | 99,38% |
18/11/2024 | 0,70% | 1,50 CHF | 1,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 357 710 CHF | 144 084 CHF | 99,38% | 99,38% |
15/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 356 703 CHF | 143 681 CHF | 99,37% | 99,37% |
14/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 366 039 CHF | 147 416 CHF | 99,38% | 99,38% |
13/11/2024 | 0,71% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 349 417 CHF | 140 767 CHF | 99,38% | 99,38% |
12/11/2024 | 0,57% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 438 015 CHF | 176 206 CHF | 99,11% | 99,11% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 463 102 CHF | 186 241 CHF | 99,38% | 99,38% |
08/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 443 749 CHF | 178 499 CHF | 99,38% | 99,38% |
07/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 449 706 CHF | 180 882 CHF | 98,69% | 98,69% |