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% | 1,23 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 363 CHF | 97 113 CHF | 14,13% | 100,00% |
19/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 878 CHF | 95 628 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 117 CHF | 98 867 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 412 CHF | 101 162 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 958 CHF | 101 708 CHF | 99,22% | 99,22% |
13/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 74 329 | 74 155 | 98 172 CHF | 98 692 CHF | 98,74% | 98,74% |
12/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 131 CHF | 101 881 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 762 CHF | 106 512 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 482 CHF | 106 232 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 73 178 | 72 397 | 107 757 CHF | 107 328 CHF | 98,73% | 98,73% |