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 | 0,79% | 1,44 CHF | 1,45 CHF | 250 000 | 250 000 | 249 998 | 249 999 | 315 419 CHF | 317 919 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,43 CHF | 1,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 384 508 CHF | 387 008 CHF | 86,95% | 86,95% |
18/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 287 845 CHF | 290 345 CHF | 99,95% | 99,95% |
15/11/2024 | 0,95% | 1,11 CHF | 1,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 261 552 CHF | 264 052 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 259 690 CHF | 262 190 CHF | 99,97% | 99,97% |
13/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 361 373 CHF | 363 873 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,40 CHF | 1,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 253 727 CHF | 256 227 CHF | 99,98% | 99,98% |
11/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 152 941 CHF | 155 441 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 261 702 CHF | 264 202 CHF | 90,07% | 90,07% |
07/11/2024 | 1,13% | 0,77 CHF | 0,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 223 567 CHF | 226 067 CHF | 96,18% | 96,18% |