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 | 0,78% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 410 CHF | 192 970 CHF | 99,43% | 99,43% |
19/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 919 CHF | 193 140 CHF | 99,40% | 99,40% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 500 CHF | 191 000 CHF | 97,70% | 97,70% |
15/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 645 CHF | 188 048 CHF | 99,44% | 99,44% |
14/11/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 234 CHF | 187 911 CHF | 99,43% | 99,43% |
13/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 178 CHF | 187 893 CHF | 97,05% | 97,05% |
12/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 426 CHF | 182 642 CHF | 96,90% | 96,90% |
11/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 537 484 CHF | 180 662 CHF | 99,43% | 99,43% |
08/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 515 549 CHF | 173 350 CHF | 99,35% | 99,35% |
07/11/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 139 CHF | 162 546 CHF | 98,67% | 98,67% |