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 | 0,63% | 1,56 CHF | 1,57 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 88 518 CHF | 89 078 CHF | 99,43% | 99,43% |
19/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 56 000 | 56 000 | 56 527 | 56 527 | 87 902 CHF | 88 467 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 89 493 CHF | 90 053 CHF | 99,88% | 99,88% |
15/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 88 599 CHF | 89 159 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 56 000 | 56 000 | 58 615 | 58 615 | 89 062 CHF | 89 648 CHF | 98,54% | 98,54% |
13/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 88 560 CHF | 89 143 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 88 846 CHF | 89 406 CHF | 99,90% | 99,90% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 90 719 CHF | 91 279 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 89 029 CHF | 89 589 CHF | 99,05% | 99,05% |
07/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 92 179 CHF | 92 739 CHF | 100,00% | 100,00% |