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 | 0,59% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 761 103 CHF | 255 201 CHF | 99,02% | 99,02% |
19/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 757 478 CHF | 253 993 CHF | 90,21% | 90,21% |
18/11/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 839 926 CHF | 281 475 CHF | 97,01% | 97,01% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 868 148 CHF | 290 883 CHF | 98,42% | 98,42% |
14/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 901 254 CHF | 301 918 CHF | 98,45% | 98,45% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 771 043 CHF | 258 514 CHF | 96,59% | 96,59% |
12/11/2024 | 0,56% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 808 477 CHF | 270 992 CHF | 95,94% | 95,94% |
11/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 856 714 CHF | 287 071 CHF | 98,24% | 98,24% |
08/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 838 172 CHF | 280 891 CHF | 93,00% | 93,00% |
07/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 807 CHF | 287 436 CHF | 98,20% | 98,20% |