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% | 1,77 CHF | 1,78 CHF | 150 000 | 150 000 | 67 518 | 67 518 | 117 013 CHF | 117 690 CHF | 99,91% | 99,91% |
19/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 152 000 | 152 000 | 67 625 | 67 625 | 116 959 CHF | 117 636 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 150 000 | 150 000 | 65 040 | 65 040 | 119 046 CHF | 119 697 CHF | 99,64% | 99,64% |
15/11/2024 | 0,63% | 1,79 CHF | 1,80 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 85 034 CHF | 85 534 CHF | 98,89% | 98,89% |
14/11/2024 | 1,21% | 1,68 CHF | 1,69 CHF | 152 000 | 152 000 | 50 950 | 50 950 | 84 172 CHF | 84 746 CHF | 95,10% | 95,10% |
13/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 168 000 | 168 000 | 75 200 | 75 200 | 93 371 CHF | 94 125 CHF | 99,78% | 99,78% |
12/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 170 000 | 170 000 | 75 478 | 75 478 | 91 533 CHF | 92 289 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 170 000 | 170 000 | 76 290 | 76 290 | 90 099 CHF | 90 863 CHF | 99,90% | 99,90% |
08/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 87 950 CHF | 88 732 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 88 740 CHF | 89 516 CHF | 99,85% | 99,85% |