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 | 1,22% | 1,26 CHF | 1,27 CHF | 390 000 | 390 000 | 173 896 | 173 896 | 219 559 CHF | 221 818 CHF | 99,85% | 99,85% |
19/11/2024 | 1,26% | 1,27 CHF | 1,28 CHF | 390 000 | 390 000 | 160 722 | 160 722 | 205 767 CHF | 207 901 CHF | 99,97% | 99,97% |
18/11/2024 | 0,85% | 1,30 CHF | 1,31 CHF | 400 000 | 400 000 | 179 138 | 179 138 | 236 001 CHF | 237 894 CHF | 99,89% | 99,89% |
15/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 410 000 | 410 000 | 182 375 | 182 375 | 243 524 CHF | 245 351 CHF | 99,90% | 99,90% |
14/11/2024 | 1,10% | 1,32 CHF | 1,33 CHF | 400 000 | 400 000 | 137 505 | 137 505 | 180 886 CHF | 182 451 CHF | 99,93% | 99,93% |
13/11/2024 | 1,22% | 1,29 CHF | 1,30 CHF | 400 000 | 400 000 | 175 642 | 175 642 | 223 897 CHF | 226 172 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 1,27 CHF | 1,28 CHF | 390 000 | 390 000 | 171 625 | 171 625 | 213 504 CHF | 215 724 CHF | 99,85% | 99,85% |
11/11/2024 | 1,28% | 1,22 CHF | 1,23 CHF | 380 000 | 380 000 | 167 353 | 167 353 | 202 366 CHF | 204 534 CHF | 99,57% | 99,57% |
08/11/2024 | 1,28% | 1,21 CHF | 1,22 CHF | 380 000 | 380 000 | 170 171 | 170 171 | 204 839 CHF | 207 040 CHF | 99,10% | 99,10% |
07/11/2024 | 1,26% | 1,21 CHF | 1,22 CHF | 380 000 | 380 000 | 170 339 | 170 339 | 207 442 CHF | 209 651 CHF | 100,00% | 100,00% |