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 | 0,65% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 309 CHF | 82 849 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 349 CHF | 81 892 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 372 CHF | 81 872 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 471 CHF | 82 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 527 CHF | 83 027 CHF | 99,52% | 99,52% |
13/11/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 86 673 CHF | 87 208 CHF | 99,32% | 99,32% |
12/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 010 CHF | 86 510 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 105 CHF | 83 605 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 159 CHF | 82 659 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 48 695 | 48 695 | 77 610 CHF | 78 186 CHF | 98,51% | 98,51% |