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 | 0,82% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 242 721 CHF | 244 721 CHF | 99,53% | 99,53% |
19/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 242 047 CHF | 244 047 CHF | 99,55% | 99,55% |
18/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 226 388 CHF | 228 388 CHF | 99,57% | 99,57% |
15/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 233 644 CHF | 235 644 CHF | 98,92% | 98,92% |
14/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 250 448 CHF | 252 448 CHF | 98,73% | 98,73% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 264 740 CHF | 266 740 CHF | 96,69% | 96,69% |
12/11/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 238 600 CHF | 240 600 CHF | 99,55% | 99,55% |
11/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 242 431 CHF | 244 431 CHF | 99,57% | 99,57% |
08/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 245 048 CHF | 247 048 CHF | 99,52% | 99,52% |
07/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 225 350 CHF | 227 350 CHF | 99,48% | 99,48% |