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 | 0,69% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 653 407 CHF | 219 302 CHF | 97,87% | 97,87% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 658 336 CHF | 220 945 CHF | 90,40% | 90,40% |
18/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 655 413 CHF | 219 971 CHF | 94,73% | 94,73% |
15/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 667 174 CHF | 223 891 CHF | 97,46% | 97,46% |
14/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 686 656 CHF | 230 385 CHF | 97,96% | 97,96% |
13/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 696 292 CHF | 233 597 CHF | 96,16% | 96,16% |
12/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 032 CHF | 223 177 CHF | 94,74% | 94,74% |
11/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 672 367 CHF | 225 622 CHF | 98,76% | 98,76% |
08/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 681 646 CHF | 228 715 CHF | 98,44% | 98,44% |
07/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 645 106 CHF | 216 535 CHF | 98,20% | 98,20% |