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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 285 000 | 285 000 | 124 896 | 124 896 | 185 621 CHF | 186 873 CHF | 99,28% | 99,28% |
22/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 290 000 | 290 000 | 128 936 | 128 936 | 198 520 CHF | 199 812 CHF | 98,08% | 98,08% |
20/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 310 000 | 310 000 | 137 188 | 137 188 | 215 591 CHF | 216 965 CHF | 98,14% | 98,14% |
19/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 305 000 | 305 000 | 129 742 | 129 742 | 201 510 CHF | 202 810 CHF | 98,13% | 98,13% |
18/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 305 000 | 305 000 | 131 572 | 131 572 | 202 090 CHF | 203 408 CHF | 97,83% | 97,83% |
15/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 295 000 | 295 000 | 116 830 | 116 830 | 178 021 CHF | 179 192 CHF | 97,06% | 97,06% |
14/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 295 000 | 295 000 | 131 067 | 131 067 | 199 932 CHF | 201 245 CHF | 96,04% | 96,04% |
13/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 295 000 | 295 000 | 130 481 | 130 481 | 197 049 CHF | 198 357 CHF | 97,91% | 97,91% |
12/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 295 000 | 295 000 | 132 350 | 132 350 | 200 194 CHF | 201 520 CHF | 95,52% | 95,52% |
11/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 295 000 | 295 000 | 132 643 | 132 643 | 200 452 CHF | 201 781 CHF | 97,14% | 97,14% |