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 | 0,68% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 657 467 CHF | 220 656 CHF | 99,37% | 99,37% |
19/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 654 CHF | 223 385 CHF | 98,89% | 98,89% |
18/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 698 394 CHF | 234 298 CHF | 97,66% | 97,66% |
15/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 694 358 CHF | 232 953 CHF | 99,37% | 99,37% |
14/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 676 869 CHF | 227 123 CHF | 99,38% | 99,38% |
13/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 673 741 CHF | 226 080 CHF | 96,89% | 96,89% |
12/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 688 423 CHF | 230 974 CHF | 96,85% | 96,85% |
11/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 707 430 CHF | 237 310 CHF | 99,39% | 99,39% |
08/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 680 155 CHF | 228 218 CHF | 91,27% | 91,27% |
07/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 900 CHF | 234 800 CHF | 98,69% | 98,69% |