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 | 0,78% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 254 761 CHF | 256 761 CHF | 99,81% | 99,81% |
19/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 235 141 CHF | 237 141 CHF | 99,72% | 99,72% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 249 500 CHF | 251 500 CHF | 99,71% | 99,71% |
15/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 268 607 CHF | 270 607 CHF | 99,81% | 99,81% |
14/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 276 181 CHF | 278 181 CHF | 99,81% | 99,81% |
13/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 269 495 CHF | 271 495 CHF | 99,81% | 99,81% |
12/11/2024 | 0,69% | 1,36 CHF | 1,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 288 282 CHF | 290 282 CHF | 99,51% | 99,51% |
11/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 302 677 CHF | 304 677 CHF | 99,71% | 99,71% |
08/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 290 342 CHF | 292 342 CHF | 99,81% | 99,81% |
07/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 301 790 CHF | 303 790 CHF | 95,70% | 95,70% |