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% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 245 057 CHF | 247 057 CHF | 99,81% | 99,81% |
19/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 265 658 CHF | 267 658 CHF | 99,72% | 99,72% |
18/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 261 115 CHF | 263 115 CHF | 99,71% | 99,71% |
15/11/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 258 743 CHF | 260 743 CHF | 99,81% | 99,81% |
14/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 253 071 CHF | 255 071 CHF | 99,81% | 99,81% |
13/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 253 125 CHF | 255 125 CHF | 99,81% | 99,81% |
12/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 261 505 CHF | 263 505 CHF | 99,51% | 99,51% |
11/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 261 727 CHF | 263 727 CHF | 99,72% | 99,72% |
08/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 263 405 CHF | 265 405 CHF | 99,81% | 99,81% |
07/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 252 420 CHF | 254 420 CHF | 95,70% | 95,70% |