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 | 1,08% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 416 187 CHF | 140 229 CHF | 99,38% | 99,38% |
19/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 789 CHF | 139 096 CHF | 99,37% | 99,37% |
18/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 665 CHF | 148 055 CHF | 99,38% | 99,38% |
15/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 454 149 CHF | 152 883 CHF | 99,36% | 99,36% |
14/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 547 CHF | 153 349 CHF | 99,38% | 99,38% |
13/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 553 CHF | 148 351 CHF | 99,37% | 99,37% |
12/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 569 CHF | 161 023 CHF | 99,14% | 99,14% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 504 717 CHF | 169 739 CHF | 99,37% | 99,37% |
08/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 475 397 CHF | 159 966 CHF | 99,38% | 99,38% |
07/11/2024 | 0,97% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 463 897 CHF | 156 132 CHF | 98,58% | 98,58% |