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 | 0,76% | 1,29 CHF | 1,30 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 985 263 CHF | 132 368 CHF | 99,38% | 99,38% |
19/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 962 934 CHF | 129 391 CHF | 99,37% | 99,37% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 956 887 CHF | 128 585 CHF | 99,26% | 99,26% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 924 892 CHF | 124 319 CHF | 99,38% | 99,38% |
14/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 890 467 CHF | 119 729 CHF | 99,37% | 99,37% |
13/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 888 885 CHF | 119 518 CHF | 99,37% | 99,37% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 913 341 CHF | 122 779 CHF | 99,38% | 99,38% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 944 397 CHF | 126 920 CHF | 99,37% | 99,37% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 909 328 CHF | 122 244 CHF | 99,37% | 99,37% |
07/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 931 143 CHF | 125 152 CHF | 98,36% | 98,36% |