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% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 408 CHF | 97 158 CHF | 98,82% | 98,82% |
19/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 967 CHF | 94 717 CHF | 99,94% | 99,94% |
18/11/2024 | 0,97% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 86 346 CHF | 87 148 CHF | 98,08% | 98,08% |
15/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 261 CHF | 91 011 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 032 CHF | 85 782 CHF | 99,57% | 99,57% |
13/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 79 778 CHF | 80 532 CHF | 99,32% | 99,32% |
12/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 079 CHF | 80 829 CHF | 99,36% | 99,36% |
11/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 663 CHF | 86 413 CHF | 95,09% | 95,09% |
08/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 257 CHF | 80 007 CHF | 99,79% | 99,79% |
07/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 84 468 CHF | 85 231 CHF | 96,70% | 96,70% |