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 | 0,82% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 158 CHF | 121 863 CHF | 99,16% | 99,16% |
19/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 301 398 CHF | 121 559 CHF | 99,17% | 99,17% |
18/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 348 CHF | 118 339 CHF | 99,22% | 99,22% |
15/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 287 969 CHF | 116 187 CHF | 99,17% | 99,17% |
14/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 287 026 CHF | 115 810 CHF | 99,15% | 99,15% |
13/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 292 045 CHF | 117 818 CHF | 99,16% | 99,16% |
12/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 286 454 CHF | 115 582 CHF | 99,16% | 99,16% |
11/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 058 CHF | 111 023 CHF | 99,17% | 99,17% |
08/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 277 336 CHF | 111 934 CHF | 99,16% | 99,16% |
07/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 264 781 CHF | 106 912 CHF | 97,98% | 97,98% |