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 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 735 CHF | 148 745 CHF | 98,75% | 98,75% |
19/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 663 CHF | 143 721 CHF | 99,19% | 99,19% |
18/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 436 849 CHF | 147 116 CHF | 96,24% | 96,24% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 115 CHF | 146 205 CHF | 99,20% | 99,20% |
14/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 984 CHF | 143 828 CHF | 98,43% | 98,43% |
13/11/2024 | 1,04% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 909 CHF | 144 803 CHF | 96,73% | 96,73% |
12/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 208 CHF | 150 903 CHF | 96,70% | 96,70% |
11/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 394 CHF | 153 631 CHF | 98,79% | 98,79% |
08/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 075 CHF | 153 192 CHF | 99,06% | 99,06% |
07/11/2024 | 0,96% | 1,03 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 716 CHF | 157 072 CHF | 98,64% | 98,64% |