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% | 1,27 CHF | 1,28 CHF | 330 000 | 330 000 | 323 785 | 323 785 | 408 079 CHF | 411 317 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 325 000 | 325 000 | 323 414 | 323 414 | 407 069 CHF | 410 303 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 393 334 CHF | 396 514 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 387 845 CHF | 390 991 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 320 000 | 320 000 | 321 008 | 321 008 | 403 932 CHF | 407 142 CHF | 99,33% | 99,33% |
13/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 330 000 | 330 000 | 322 974 | 322 974 | 408 919 CHF | 412 149 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 320 000 | 320 000 | 315 009 | 315 009 | 386 752 CHF | 389 902 CHF | 99,83% | 99,83% |
11/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 386 043 CHF | 389 188 CHF | 99,93% | 99,93% |
08/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 320 000 | 320 000 | 315 073 | 315 073 | 389 719 CHF | 392 870 CHF | 99,90% | 99,90% |
07/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 305 000 | 305 000 | 304 031 | 304 031 | 362 758 CHF | 365 798 CHF | 100,00% | 100,00% |