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 | 0,54% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 458 522 CHF | 184 409 CHF | 99,38% | 99,38% |
19/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 438 055 CHF | 176 222 CHF | 99,38% | 99,38% |
18/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 447 619 CHF | 180 048 CHF | 99,38% | 99,38% |
15/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 457 676 CHF | 184 070 CHF | 99,37% | 99,37% |
14/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 450 642 CHF | 181 257 CHF | 99,38% | 99,38% |
13/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 447 597 CHF | 180 039 CHF | 99,38% | 99,38% |
12/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 456 260 CHF | 183 504 CHF | 99,11% | 99,11% |
11/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 476 831 CHF | 191 732 CHF | 99,38% | 99,38% |
08/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 461 834 CHF | 185 734 CHF | 99,38% | 99,38% |
07/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 455 954 CHF | 183 381 CHF | 98,69% | 98,69% |