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 | 0,52% | 1,81 CHF | 1,82 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 288 526 CHF | 96 675 CHF | 99,36% | 99,36% |
19/11/2024 | 0,56% | 1,88 CHF | 1,89 CHF | 150 000 | 50 000 | 105 104 | 64 973 | 189 338 CHF | 117 083 CHF | 98,82% | 98,82% |
18/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 328 CHF | 132 078 CHF | 97,58% | 97,58% |
15/11/2024 | 0,56% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 595 CHF | 135 345 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 274 CHF | 150 024 CHF | 99,35% | 99,35% |
13/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 543 CHF | 156 293 CHF | 94,63% | 94,63% |
12/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 152 985 CHF | 153 735 CHF | 94,16% | 94,16% |
11/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 395 CHF | 150 145 CHF | 98,54% | 98,54% |
08/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 151 961 CHF | 152 711 CHF | 90,80% | 90,80% |
07/11/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 788 CHF | 145 538 CHF | 98,63% | 98,63% |