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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 346 444 CHF | 116 231 CHF | 98,47% | 98,47% |
22/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 324 209 CHF | 108 820 CHF | 98,51% | 98,51% |
20/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 313 614 CHF | 105 288 CHF | 97,35% | 97,35% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 302 901 CHF | 101 717 CHF | 95,83% | 95,83% |
18/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 299 544 CHF | 100 598 CHF | 94,03% | 94,03% |
15/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 303 186 CHF | 101 812 CHF | 94,28% | 94,28% |
14/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 312 433 CHF | 104 894 CHF | 98,55% | 98,55% |
13/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 266 442 CHF | 89 564 CHF | 97,03% | 97,03% |
12/11/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 289 084 CHF | 97 111 CHF | 97,43% | 97,43% |
11/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 305 267 CHF | 102 506 CHF | 95,41% | 95,41% |