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 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 420 657 CHF | 169 263 CHF | 99,38% | 99,38% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 421 794 CHF | 169 718 CHF | 99,38% | 99,38% |
18/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 399 305 CHF | 160 722 CHF | 99,38% | 99,38% |
15/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 393 953 CHF | 158 581 CHF | 99,37% | 99,37% |
14/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 375 671 CHF | 151 269 CHF | 99,38% | 99,38% |
13/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 362 966 CHF | 146 186 CHF | 99,04% | 99,04% |
12/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 343 484 CHF | 138 394 CHF | 99,11% | 99,11% |
11/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 346 002 CHF | 139 401 CHF | 99,38% | 99,38% |
08/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 374 797 CHF | 150 919 CHF | 99,38% | 99,38% |
07/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 395 319 CHF | 159 128 CHF | 98,69% | 98,69% |