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 | 0,55% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 365 198 CHF | 367 198 CHF | 99,53% | 99,53% |
19/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 364 413 CHF | 366 413 CHF | 99,56% | 99,56% |
18/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 349 151 CHF | 351 151 CHF | 99,57% | 99,57% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 356 675 CHF | 358 675 CHF | 98,92% | 98,92% |
14/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 373 303 CHF | 375 303 CHF | 98,73% | 98,73% |
13/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 387 653 CHF | 389 653 CHF | 96,69% | 96,69% |
12/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 361 415 CHF | 363 415 CHF | 99,56% | 99,56% |
11/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 365 425 CHF | 367 425 CHF | 99,57% | 99,57% |
08/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 368 275 CHF | 370 275 CHF | 99,52% | 99,52% |
07/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 349 047 CHF | 351 047 CHF | 99,48% | 99,48% |