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% | 1,72 CHF | 1,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 422 921 CHF | 170 168 CHF | 99,17% | 99,17% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 416 867 CHF | 167 747 CHF | 99,17% | 99,17% |
18/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 416 978 CHF | 167 791 CHF | 99,23% | 99,23% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 423 516 CHF | 170 407 CHF | 99,17% | 99,17% |
14/11/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 424 395 CHF | 170 758 CHF | 99,16% | 99,16% |
13/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 453 515 CHF | 182 406 CHF | 99,17% | 99,17% |
12/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 445 927 CHF | 179 371 CHF | 99,17% | 99,17% |
11/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 427 704 CHF | 172 082 CHF | 99,17% | 99,17% |
08/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 421 884 CHF | 169 754 CHF | 99,17% | 99,17% |
07/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 406 711 CHF | 163 684 CHF | 98,66% | 98,66% |