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 | 0,85% | 1,18 CHF | 1,19 CHF | 175 000 | 175 000 | 170 243 | 170 243 | 199 166 CHF | 200 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 173 355 | 173 355 | 206 265 CHF | 207 999 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 168 743 | 168 743 | 195 534 CHF | 197 222 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 165 000 | 165 000 | 165 350 | 165 350 | 190 563 CHF | 192 216 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 171 658 | 171 658 | 203 986 CHF | 205 702 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 175 000 | 175 000 | 170 498 | 170 498 | 201 900 CHF | 203 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 197 331 CHF | 199 024 CHF | 99,85% | 99,85% |
11/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 165 000 | 165 000 | 169 132 | 169 132 | 197 128 CHF | 198 819 CHF | 99,70% | 99,70% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 170 000 | 170 000 | 168 540 | 168 540 | 196 895 CHF | 198 580 CHF | 99,24% | 99,24% |
07/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 200 130 CHF | 201 822 CHF | 100,00% | 100,00% |