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 | 0,56% | 1,76 CHF | 1,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 787 CHF | 135 537 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 858 CHF | 133 608 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 177 CHF | 135 927 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 980 CHF | 139 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 058 CHF | 137 808 CHF | 99,22% | 99,22% |
13/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 132 100 CHF | 132 848 CHF | 99,36% | 99,36% |
12/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 769 CHF | 140 519 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 73 096 | 73 096 | 136 019 CHF | 136 764 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 953 CHF | 135 703 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 134 556 CHF | 135 306 CHF | 98,73% | 98,73% |