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 | 0,67% | 1,51 CHF | 1,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 187 010 CHF | 188 260 CHF | 99,49% | 99,49% |
19/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 184 782 CHF | 186 032 CHF | 99,39% | 99,39% |
18/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 198 157 CHF | 199 407 CHF | 99,26% | 99,26% |
15/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 193 564 CHF | 194 814 CHF | 97,91% | 97,91% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 205 267 CHF | 206 517 CHF | 99,32% | 99,32% |
13/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 197 995 CHF | 199 245 CHF | 98,48% | 98,48% |
12/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 198 431 CHF | 199 681 CHF | 99,12% | 99,12% |
11/11/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 186 571 CHF | 187 821 CHF | 98,98% | 98,98% |
08/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 169 127 CHF | 170 377 CHF | 99,49% | 99,49% |
07/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 171 418 CHF | 172 668 CHF | 99,35% | 99,35% |