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 | 0,91% | 1,02 CHF | 1,03 CHF | 180 000 | 180 000 | 81 867 | 81 867 | 89 243 CHF | 90 065 CHF | 98,66% | 98,66% |
19/11/2024 | 0,99% | 1,10 CHF | 1,11 CHF | 180 000 | 180 000 | 85 588 | 85 588 | 88 057 CHF | 88 915 CHF | 99,18% | 99,18% |
18/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 180 000 | 180 000 | 84 044 | 84 044 | 95 615 CHF | 96 458 CHF | 99,19% | 99,19% |
15/11/2024 | 0,76% | 1,16 CHF | 1,17 CHF | 170 000 | 170 000 | 77 772 | 77 772 | 102 230 CHF | 103 014 CHF | 97,37% | 97,37% |
14/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 170 000 | 170 000 | 70 421 | 70 421 | 111 228 CHF | 111 936 CHF | 98,22% | 98,22% |
13/11/2024 | 0,75% | 1,50 CHF | 1,51 CHF | 170 000 | 170 000 | 77 891 | 77 891 | 108 642 CHF | 109 425 CHF | 98,50% | 98,50% |
12/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 170 000 | 170 000 | 79 391 | 79 391 | 100 535 CHF | 101 331 CHF | 98,98% | 98,98% |
11/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 78 551 | 78 551 | 103 815 CHF | 104 604 CHF | 98,94% | 98,94% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 170 000 | 170 000 | 78 892 | 78 892 | 107 025 CHF | 107 817 CHF | 99,31% | 99,31% |
07/11/2024 | 0,80% | 1,42 CHF | 1,43 CHF | 180 000 | 180 000 | 82 630 | 82 630 | 110 513 CHF | 111 344 CHF | 98,67% | 98,67% |