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 | 0,83% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 211 CHF | 120 404 CHF | 99,35% | 99,35% |
19/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 343 CHF | 120 781 CHF | 99,35% | 99,35% |
18/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 524 CHF | 121 175 CHF | 94,59% | 94,59% |
15/11/2024 | 0,74% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 433 CHF | 136 478 CHF | 99,36% | 99,36% |
14/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 505 CHF | 142 168 CHF | 99,35% | 99,35% |
13/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 439 369 CHF | 147 456 CHF | 93,36% | 93,36% |
12/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 481 013 CHF | 161 338 CHF | 96,78% | 96,78% |
11/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 329 CHF | 159 443 CHF | 99,37% | 99,37% |
08/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 477 666 CHF | 160 222 CHF | 90,83% | 90,83% |
07/11/2024 | 0,69% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 408 CHF | 145 469 CHF | 88,29% | 88,29% |