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% | 1,79 CHF | 1,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 131 750 CHF | 379 249 CHF | 97,55% | 97,55% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 087 450 CHF | 364 484 CHF | 98,24% | 98,24% |
18/11/2024 | 0,61% | 1,75 CHF | 1,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 985 755 CHF | 330 585 CHF | 98,54% | 98,54% |
15/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 841 337 CHF | 282 446 CHF | 96,58% | 96,58% |
14/11/2024 | 0,66% | 1,35 CHF | 1,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 910 262 CHF | 305 420 CHF | 96,75% | 96,75% |
13/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 044 570 CHF | 350 191 CHF | 97,56% | 97,56% |
12/11/2024 | 0,55% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 095 680 CHF | 367 227 CHF | 87,08% | 87,08% |
11/11/2024 | 0,60% | 1,78 CHF | 1,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 006 020 CHF | 337 340 CHF | 96,66% | 96,66% |
08/11/2024 | 0,89% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 670 008 CHF | 225 336 CHF | 97,12% | 97,12% |
07/11/2024 | 0,98% | 1,08 CHF | 1,09 CHF | 750 000 | 250 000 | 880 483 | 293 494 | 891 429 CHF | 300 078 CHF | 98,02% | 98,02% |