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 | 240 388 CHF | 242 388 CHF | 99,81% | 99,81% |
19/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 250 871 CHF | 252 871 CHF | 99,72% | 99,72% |
18/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 244 319 CHF | 246 319 CHF | 99,71% | 99,71% |
15/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 236 335 CHF | 238 335 CHF | 99,81% | 99,81% |
14/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 233 147 CHF | 235 147 CHF | 99,81% | 99,81% |
13/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 237 159 CHF | 239 159 CHF | 99,81% | 99,81% |
12/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 228 347 CHF | 230 347 CHF | 99,50% | 99,50% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 221 685 CHF | 223 685 CHF | 99,72% | 99,72% |
08/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 229 340 CHF | 231 340 CHF | 99,81% | 99,81% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 224 370 CHF | 226 370 CHF | 95,69% | 95,69% |