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 | 0,69% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 358 725 CHF | 144 490 CHF | 99,38% | 99,38% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 361 147 CHF | 145 459 CHF | 99,38% | 99,38% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 346 197 CHF | 139 479 CHF | 99,38% | 99,38% |
15/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 333 435 CHF | 134 374 CHF | 99,37% | 99,37% |
14/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 327 CHF | 125 131 CHF | 99,38% | 99,38% |
13/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 297 011 CHF | 119 804 CHF | 99,38% | 99,38% |
12/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 299 542 CHF | 120 817 CHF | 99,11% | 99,11% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 326 CHF | 115 130 CHF | 99,38% | 99,38% |
08/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 296 520 CHF | 119 608 CHF | 99,38% | 99,38% |
07/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 582 CHF | 115 233 CHF | 98,69% | 98,69% |