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 | 0,80% | 1,25 CHF | 1,26 CHF | 330 000 | 330 000 | 323 785 | 323 785 | 403 091 CHF | 406 328 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 325 000 | 325 000 | 323 414 | 323 414 | 402 388 CHF | 405 622 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 388 719 CHF | 391 899 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 382 724 CHF | 385 871 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 320 000 | 320 000 | 321 008 | 321 008 | 399 354 CHF | 402 564 CHF | 99,34% | 99,34% |
13/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 330 000 | 330 000 | 322 973 | 322 973 | 403 841 CHF | 407 070 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 320 000 | 320 000 | 315 012 | 315 012 | 382 145 CHF | 385 296 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 381 260 CHF | 384 404 CHF | 99,93% | 99,93% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 320 000 | 320 000 | 315 068 | 315 068 | 384 991 CHF | 388 142 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 305 000 | 305 000 | 304 032 | 304 032 | 358 143 CHF | 361 184 CHF | 100,00% | 100,00% |