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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 949 CHF | 93 449 CHF | 99,38% | 99,38% |
20/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 012 CHF | 102 512 CHF | 99,39% | 99,39% |
19/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 370 CHF | 102 870 CHF | 98,60% | 98,60% |
18/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 708 CHF | 103 208 CHF | 99,30% | 99,30% |
15/11/2024 | 0,45% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 141 CHF | 111 641 CHF | 99,39% | 99,39% |
14/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 862 CHF | 99 362 CHF | 99,35% | 99,35% |
13/11/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 781 CHF | 102 281 CHF | 99,39% | 99,39% |
12/11/2024 | 0,47% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 161 CHF | 107 661 CHF | 99,08% | 99,08% |
11/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 099 CHF | 122 599 CHF | 99,28% | 99,28% |
08/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 324 CHF | 122 824 CHF | 99,39% | 99,39% |