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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 195 972 CHF | 196 972 CHF | 99,45% | 99,45% |
20/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 173 588 CHF | 174 588 CHF | 99,42% | 99,42% |
19/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 166 461 CHF | 167 461 CHF | 99,31% | 99,31% |
18/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 219 958 CHF | 221 208 CHF | 99,32% | 99,32% |
15/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 224 305 CHF | 225 555 CHF | 99,39% | 99,39% |
14/11/2024 | 0,49% | 1,91 CHF | 1,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 252 504 CHF | 253 754 CHF | 99,36% | 99,36% |
13/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 253 529 CHF | 254 779 CHF | 99,20% | 99,20% |
12/11/2024 | 0,50% | 2,08 CHF | 2,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 250 099 CHF | 251 349 CHF | 99,19% | 99,19% |
11/11/2024 | 0,56% | 2,00 CHF | 2,01 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 223 529 CHF | 224 779 CHF | 99,40% | 99,40% |
08/11/2024 | 0,68% | 1,58 CHF | 1,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 184 575 CHF | 185 825 CHF | 99,49% | 99,49% |