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 | 0,52% | 1,88 CHF | 1,89 CHF | 115 000 | 115 000 | 110 505 | 110 505 | 210 781 CHF | 211 886 CHF | 99,29% | 99,29% |
19/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 115 000 | 115 000 | 113 804 | 113 804 | 213 705 CHF | 214 843 CHF | 99,56% | 99,56% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 110 000 | 110 000 | 109 541 | 109 541 | 211 065 CHF | 212 161 CHF | 98,83% | 98,83% |
15/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 211 038 CHF | 212 133 CHF | 99,92% | 99,92% |
14/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 211 269 CHF | 212 385 CHF | 98,61% | 98,61% |
13/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 115 000 | 115 000 | 110 555 | 110 555 | 211 370 CHF | 212 476 CHF | 99,08% | 99,08% |
12/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 210 617 CHF | 211 722 CHF | 99,83% | 99,83% |
11/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 218 011 CHF | 219 106 CHF | 99,96% | 99,96% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 214 123 CHF | 215 218 CHF | 99,04% | 99,04% |
07/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 110 000 | 110 000 | 109 544 | 109 544 | 219 319 CHF | 220 415 CHF | 99,41% | 99,41% |