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% | 1,15 CHF | 1,16 CHF | 340 000 | 340 000 | 152 712 | 152 712 | 181 488 CHF | 183 021 CHF | 97,47% | 97,47% |
19/11/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 340 000 | 340 000 | 154 619 | 154 619 | 178 439 CHF | 179 990 CHF | 97,22% | 97,22% |
18/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 340 000 | 340 000 | 151 907 | 151 907 | 184 041 CHF | 185 563 CHF | 96,72% | 96,72% |
15/11/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 340 000 | 340 000 | 144 990 | 144 990 | 189 383 CHF | 190 845 CHF | 96,04% | 96,04% |
14/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 330 000 | 330 000 | 136 292 | 136 292 | 196 778 CHF | 198 147 CHF | 96,22% | 96,22% |
13/11/2024 | 0,77% | 1,40 CHF | 1,41 CHF | 330 000 | 330 000 | 148 586 | 148 586 | 199 992 CHF | 201 485 CHF | 98,31% | 98,31% |
12/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 330 000 | 330 000 | 150 398 | 150 398 | 192 377 CHF | 193 886 CHF | 98,14% | 98,14% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 330 000 | 330 000 | 147 699 | 147 699 | 192 784 CHF | 194 268 CHF | 97,53% | 97,53% |
08/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 330 000 | 330 000 | 150 307 | 150 307 | 197 880 CHF | 199 389 CHF | 98,95% | 98,95% |
07/11/2024 | 0,80% | 1,35 CHF | 1,36 CHF | 330 000 | 330 000 | 148 698 | 148 698 | 194 121 CHF | 195 616 CHF | 97,72% | 97,72% |