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 | 0,59% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 378 843 CHF | 127 031 CHF | 97,14% | 97,14% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 368 286 CHF | 123 512 CHF | 95,65% | 95,65% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 365 108 CHF | 122 453 CHF | 94,25% | 94,25% |
15/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 369 185 CHF | 123 812 CHF | 94,35% | 94,35% |
14/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 378 041 CHF | 126 764 CHF | 98,70% | 98,70% |
13/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 316 | 75 105 | 332 605 CHF | 111 619 CHF | 97,03% | 97,03% |
12/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 456 CHF | 118 902 CHF | 97,42% | 97,42% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 602 CHF | 124 284 CHF | 95,39% | 95,39% |
08/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 358 745 CHF | 120 332 CHF | 96,80% | 96,80% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 415 CHF | 155 805 CHF | 98,03% | 98,03% |