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 | 0,88% | 1,11 CHF | 1,12 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 283 160 CHF | 85 698 CHF | 99,41% | 99,41% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 280 975 CHF | 85 043 CHF | 99,41% | 99,41% |
18/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 293 431 CHF | 88 779 CHF | 97,56% | 97,56% |
15/11/2024 | 0,80% | 1,17 CHF | 1,18 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 310 774 CHF | 93 982 CHF | 99,41% | 99,41% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 311 287 CHF | 94 136 CHF | 99,41% | 99,41% |
13/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 311 541 CHF | 94 212 CHF | 96,95% | 96,95% |
12/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 321 453 CHF | 97 186 CHF | 96,84% | 96,84% |
11/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 315 296 CHF | 95 339 CHF | 99,42% | 99,42% |
08/11/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 299 537 CHF | 90 611 CHF | 90,75% | 90,75% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 298 474 CHF | 90 292 CHF | 98,69% | 98,69% |