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 | 0,69% | 1,41 CHF | 1,42 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 217 475 CHF | 218 975 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 216 007 CHF | 217 507 CHF | 99,85% | 99,85% |
18/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 150 000 | 150 000 | 148 536 | 148 536 | 223 063 CHF | 224 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 145 000 | 145 000 | 145 283 | 145 283 | 225 969 CHF | 227 422 CHF | 99,64% | 99,64% |
14/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 239 269 CHF | 240 719 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 145 000 | 145 000 | 142 230 | 142 230 | 242 338 CHF | 243 760 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 145 000 | 145 000 | 142 672 | 142 672 | 241 735 CHF | 243 162 CHF | 99,87% | 99,87% |
11/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 245 354 CHF | 246 754 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 145 000 | 145 000 | 141 998 | 141 998 | 242 978 CHF | 244 398 CHF | 98,91% | 98,91% |
07/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 245 694 CHF | 247 094 CHF | 99,99% | 99,99% |