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 | 0,85% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 358 CHF | 118 343 CHF | 99,38% | 99,38% |
19/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 170 CHF | 115 068 CHF | 99,38% | 99,38% |
18/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 291 186 CHF | 117 475 CHF | 99,38% | 99,38% |
15/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 308 432 CHF | 124 373 CHF | 99,37% | 99,37% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 309 810 CHF | 124 924 CHF | 99,38% | 99,38% |
13/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 296 232 CHF | 119 493 CHF | 99,38% | 99,38% |
12/11/2024 | 0,80% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 313 214 CHF | 126 286 CHF | 99,11% | 99,11% |
11/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 326 466 CHF | 131 586 CHF | 99,38% | 99,38% |
08/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 313 297 CHF | 126 319 CHF | 99,38% | 99,38% |
07/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 312 780 CHF | 126 112 CHF | 98,69% | 98,69% |