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 | 0,58% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 684 CHF | 86 184 CHF | 99,77% | 99,77% |
20/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 083 CHF | 84 583 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 254 CHF | 87 754 CHF | 99,92% | 99,92% |
18/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 641 CHF | 82 141 CHF | 99,86% | 99,86% |
15/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 809 CHF | 81 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 586 CHF | 85 086 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 992 CHF | 89 492 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 951 CHF | 84 451 CHF | 99,71% | 99,71% |
11/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 244 CHF | 72 744 CHF | 99,89% | 99,89% |
08/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 371 CHF | 73 871 CHF | 100,00% | 100,00% |