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 | 0,86% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 173 925 | 173 925 | 202 866 CHF | 204 609 CHF | 99,72% | 99,72% |
19/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 320 000 | 320 000 | 176 587 | 176 587 | 199 080 CHF | 200 849 CHF | 99,84% | 99,84% |
18/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 176 998 | 176 998 | 196 239 CHF | 198 012 CHF | 99,76% | 99,76% |
15/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 325 000 | 325 000 | 175 992 | 175 992 | 197 836 CHF | 199 599 CHF | 99,67% | 99,67% |
14/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 320 000 | 320 000 | 166 793 | 166 793 | 199 975 CHF | 201 705 CHF | 99,80% | 99,80% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 315 000 | 315 000 | 170 610 | 170 610 | 210 404 CHF | 212 113 CHF | 99,86% | 99,86% |
12/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 315 000 | 315 000 | 171 198 | 171 198 | 209 986 CHF | 211 701 CHF | 99,88% | 99,88% |
11/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 315 000 | 315 000 | 172 652 | 172 652 | 208 183 CHF | 209 913 CHF | 99,66% | 99,66% |
08/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 315 000 | 315 000 | 173 538 | 173 538 | 209 423 CHF | 211 165 CHF | 99,19% | 99,19% |
07/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 315 000 | 315 000 | 175 594 | 175 594 | 207 272 CHF | 209 031 CHF | 99,85% | 99,85% |