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 | 0,87% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 742 CHF | 126 835 CHF | 99,99% | 99,99% |
20/11/2024 | 0,90% | 1,38 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 941 CHF | 107 906 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 206 CHF | 96 238 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 421 CHF | 109 426 CHF | 100,00% | 100,00% |
15/11/2024 | 1,33% | 1,49 CHF | 1,51 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 79 864 CHF | 80 837 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 648 CHF | 110 587 CHF | 99,22% | 99,22% |
13/11/2024 | 0,97% | 1,45 CHF | 1,47 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 106 388 CHF | 107 418 CHF | 99,36% | 99,36% |
12/11/2024 | 0,92% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 255 CHF | 114 300 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,62 CHF | 1,64 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 118 894 CHF | 119 941 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 131 CHF | 121 187 CHF | 100,00% | 100,00% |