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 | 0,59% | 1,69 CHF | 1,70 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 210 527 CHF | 211 777 CHF | 99,46% | 99,46% |
19/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 208 220 CHF | 209 470 CHF | 99,25% | 99,25% |
18/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 221 785 CHF | 223 035 CHF | 99,16% | 99,16% |
15/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 217 114 CHF | 218 364 CHF | 97,49% | 97,49% |
14/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 228 790 CHF | 230 040 CHF | 99,20% | 99,20% |
13/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 221 370 CHF | 222 620 CHF | 99,05% | 99,05% |
12/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 221 683 CHF | 222 933 CHF | 99,12% | 99,12% |
11/11/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 209 760 CHF | 211 010 CHF | 98,17% | 98,17% |
08/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 192 356 CHF | 193 606 CHF | 99,47% | 99,47% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 194 581 CHF | 195 831 CHF | 99,33% | 99,33% |