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 | 0,74% | 1,38 CHF | 1,39 CHF | 310 000 | 310 000 | 137 346 | 137 346 | 188 445 CHF | 189 821 CHF | 99,89% | 99,89% |
19/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 305 000 | 305 000 | 132 790 | 132 790 | 179 859 CHF | 181 189 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 305 000 | 305 000 | 133 013 | 133 013 | 178 050 CHF | 179 383 CHF | 99,89% | 99,89% |
15/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 295 000 | 295 000 | 116 868 | 116 868 | 154 847 CHF | 156 018 CHF | 99,45% | 99,45% |
14/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 295 000 | 295 000 | 131 693 | 131 693 | 174 717 CHF | 176 036 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 295 000 | 295 000 | 131 710 | 131 710 | 172 951 CHF | 174 270 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 295 000 | 295 000 | 131 914 | 131 914 | 173 556 CHF | 174 878 CHF | 99,86% | 99,86% |
11/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 295 000 | 295 000 | 132 671 | 132 671 | 174 336 CHF | 175 666 CHF | 99,59% | 99,59% |
08/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 300 000 | 135 365 | 135 365 | 177 679 CHF | 179 035 CHF | 99,23% | 99,23% |
07/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 300 000 | 130 873 | 130 873 | 171 834 CHF | 173 145 CHF | 99,90% | 99,90% |