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 | 0,53% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 470 018 CHF | 189 007 CHF | 99,17% | 99,17% |
19/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 464 367 CHF | 186 747 CHF | 99,17% | 99,17% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 464 253 CHF | 186 701 CHF | 99,23% | 99,23% |
15/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 471 016 CHF | 189 407 CHF | 99,17% | 99,17% |
14/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 471 895 CHF | 189 758 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 500 733 CHF | 201 293 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 493 426 CHF | 198 371 CHF | 99,17% | 99,17% |
11/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 474 687 CHF | 190 875 CHF | 99,17% | 99,17% |
08/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 469 384 CHF | 188 754 CHF | 99,17% | 99,17% |
07/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 454 211 CHF | 182 684 CHF | 98,66% | 98,66% |