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 | 0,60% | 1,60 CHF | 1,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 413 326 CHF | 166 330 CHF | 99,38% | 99,38% |
19/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 392 676 CHF | 158 070 CHF | 99,38% | 99,38% |
18/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 402 466 CHF | 161 986 CHF | 99,38% | 99,38% |
15/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 412 458 CHF | 165 983 CHF | 99,37% | 99,37% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 405 557 CHF | 163 223 CHF | 99,38% | 99,38% |
13/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 402 465 CHF | 161 986 CHF | 99,38% | 99,38% |
12/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 411 078 CHF | 165 431 CHF | 99,11% | 99,11% |
11/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 431 650 CHF | 173 660 CHF | 99,38% | 99,38% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 416 628 CHF | 167 651 CHF | 99,38% | 99,38% |
07/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 410 786 CHF | 165 314 CHF | 98,69% | 98,69% |