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 | 0,88% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 509 433 CHF | 171 311 CHF | 98,89% | 98,89% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 504 552 CHF | 169 684 CHF | 95,77% | 95,77% |
18/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 587 272 CHF | 197 257 CHF | 97,00% | 97,00% |
15/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 614 170 CHF | 206 223 CHF | 94,77% | 94,77% |
14/11/2024 | 0,69% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 647 758 CHF | 217 419 CHF | 97,70% | 97,70% |
13/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 088 CHF | 174 529 CHF | 98,27% | 98,27% |
12/11/2024 | 0,81% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 244 CHF | 186 915 CHF | 98,33% | 98,33% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 481 CHF | 202 994 CHF | 98,72% | 98,72% |
08/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 492 CHF | 196 331 CHF | 97,69% | 97,69% |
07/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 000 CHF | 202 833 CHF | 98,13% | 98,13% |