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 | 0,51% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 436 074 CHF | 146 108 CHF | 98,85% | 98,85% |
20/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 411 210 CHF | 137 820 CHF | 98,32% | 98,32% |
19/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 397 058 CHF | 133 103 CHF | 96,32% | 96,32% |
18/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 399 881 CHF | 134 044 CHF | 96,54% | 96,54% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 399 407 CHF | 133 886 CHF | 95,29% | 95,29% |
14/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 387 786 CHF | 130 012 CHF | 98,43% | 98,43% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 386 367 CHF | 129 539 CHF | 98,29% | 98,29% |
12/11/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 402 785 CHF | 135 012 CHF | 98,92% | 98,92% |
11/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 426 995 CHF | 143 082 CHF | 97,86% | 97,86% |
08/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 397 992 CHF | 133 414 CHF | 98,83% | 98,83% |