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 | 0,65% | 1,50 CHF | 1,51 CHF | 120 000 | 120 000 | 119 765 | 119 765 | 183 719 CHF | 184 919 CHF | 92,12% | 92,12% |
19/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 120 000 | 120 000 | 119 676 | 119 676 | 167 137 CHF | 168 337 CHF | 91,52% | 91,52% |
18/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 120 000 | 120 000 | 119 851 | 119 851 | 169 414 CHF | 170 614 CHF | 91,63% | 91,63% |
15/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 120 000 | 120 000 | 119 981 | 119 981 | 173 180 CHF | 174 380 CHF | 94,50% | 94,50% |
14/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 120 000 | 120 000 | 119 942 | 119 942 | 176 315 CHF | 177 515 CHF | 94,44% | 94,44% |
13/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 120 000 | 120 000 | 119 767 | 119 767 | 179 750 CHF | 180 949 CHF | 92,43% | 92,43% |
12/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 120 000 | 120 000 | 119 393 | 119 393 | 186 210 CHF | 187 406 CHF | 92,41% | 92,41% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 110 000 | 110 000 | 109 943 | 109 943 | 177 664 CHF | 178 765 CHF | 95,51% | 95,51% |
08/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 120 000 | 120 000 | 119 917 | 119 917 | 184 472 CHF | 185 672 CHF | 90,14% | 90,14% |
07/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 120 000 | 120 000 | 119 937 | 119 937 | 186 176 CHF | 187 376 CHF | 92,24% | 92,24% |