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 | 0,53% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 840 CHF | 141 590 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 614 CHF | 135 364 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 036 CHF | 142 786 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 226 CHF | 146 976 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 162 CHF | 144 912 CHF | 99,27% | 99,27% |
13/11/2024 | 0,56% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 134 525 CHF | 135 163 CHF | 99,40% | 99,40% |
12/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 150 413 CHF | 151 163 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 153 273 CHF | 154 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 147 062 CHF | 147 812 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 145 477 CHF | 145 707 CHF | 99,23% | 99,23% |