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 | 0,81% | 1,23 CHF | 1,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 184 270 CHF | 61 923 CHF | 99,16% | 99,16% |
19/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 182 850 CHF | 61 450 CHF | 99,17% | 99,17% |
18/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 185 907 CHF | 62 469 CHF | 99,22% | 99,22% |
15/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 185 647 CHF | 62 382 CHF | 99,17% | 99,17% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 183 015 CHF | 61 505 CHF | 99,15% | 99,15% |
13/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 178 894 CHF | 60 131 CHF | 99,16% | 99,16% |
12/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 176 085 CHF | 59 195 CHF | 99,16% | 99,16% |
11/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 187 507 CHF | 63 002 CHF | 99,17% | 99,17% |
08/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 186 273 CHF | 62 591 CHF | 99,16% | 99,16% |
07/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 185 926 CHF | 62 475 CHF | 98,18% | 98,18% |