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 | 0,74% | 1,30 CHF | 1,31 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 674 193 CHF | 203 758 CHF | 99,38% | 99,38% |
19/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 632 699 CHF | 191 310 CHF | 99,38% | 99,38% |
18/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 652 521 CHF | 197 256 CHF | 99,37% | 99,37% |
15/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 671 788 CHF | 203 036 CHF | 99,34% | 99,34% |
14/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 657 200 CHF | 198 660 CHF | 99,38% | 99,38% |
13/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 651 660 CHF | 196 998 CHF | 99,38% | 99,38% |
12/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 668 446 CHF | 202 034 CHF | 99,14% | 99,14% |
11/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 709 743 CHF | 214 423 CHF | 99,13% | 99,13% |
08/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 678 837 CHF | 205 151 CHF | 99,38% | 99,38% |
07/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 667 028 CHF | 201 608 CHF | 98,56% | 98,56% |