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 | 0,80% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 068 CHF | 126 023 CHF | 99,25% | 99,25% |
19/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 877 CHF | 116 626 CHF | 88,72% | 88,72% |
18/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 257 CHF | 114 419 CHF | 97,56% | 97,56% |
15/11/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 605 CHF | 117 202 CHF | 96,39% | 96,39% |
14/11/2024 | 0,77% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 767 CHF | 130 256 CHF | 99,25% | 99,25% |
13/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 723 CHF | 136 241 CHF | 99,24% | 99,24% |
12/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 543 CHF | 134 181 CHF | 99,33% | 99,33% |
11/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 388 408 CHF | 130 469 CHF | 99,21% | 99,21% |
08/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 201 CHF | 132 734 CHF | 99,22% | 99,22% |
07/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 106 CHF | 127 035 CHF | 98,58% | 98,58% |