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 | 0,83% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 239 516 CHF | 241 516 CHF | 99,81% | 99,81% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 249 861 CHF | 251 861 CHF | 99,72% | 99,72% |
18/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 243 195 CHF | 245 195 CHF | 99,71% | 99,71% |
15/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 235 319 CHF | 237 319 CHF | 99,81% | 99,81% |
14/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 232 212 CHF | 234 212 CHF | 99,81% | 99,81% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 236 036 CHF | 238 036 CHF | 99,81% | 99,81% |
12/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 227 240 CHF | 229 240 CHF | 99,50% | 99,50% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 220 689 CHF | 222 689 CHF | 99,72% | 99,72% |
08/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 228 570 CHF | 230 570 CHF | 99,81% | 99,81% |
07/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 223 364 CHF | 225 364 CHF | 95,69% | 95,69% |