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 | 0,46% | 2,19 CHF | 2,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 484 813 CHF | 162 354 CHF | 98,97% | 98,97% |
19/11/2024 | 0,47% | 2,25 CHF | 2,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 481 253 CHF | 161 168 CHF | 94,94% | 94,94% |
18/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 458 611 CHF | 153 620 CHF | 99,23% | 99,23% |
15/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 457 124 CHF | 153 125 CHF | 99,38% | 99,38% |
14/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 477 334 CHF | 159 861 CHF | 98,22% | 98,22% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 468 022 CHF | 156 757 CHF | 96,91% | 96,91% |
12/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 454 738 CHF | 152 329 CHF | 99,26% | 99,26% |
11/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 462 268 CHF | 154 839 CHF | 98,30% | 98,30% |
08/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 445 341 CHF | 149 197 CHF | 95,70% | 95,70% |
07/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 436 497 CHF | 146 249 CHF | 98,60% | 98,60% |