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 | 0,58% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 768 404 CHF | 257 635 CHF | 99,36% | 99,36% |
19/11/2024 | 0,63% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 717 083 CHF | 240 528 CHF | 98,00% | 98,00% |
18/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 644 181 CHF | 216 227 CHF | 97,08% | 97,08% |
15/11/2024 | 0,68% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 661 974 CHF | 222 158 CHF | 96,95% | 96,95% |
14/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 367 CHF | 302 289 CHF | 99,35% | 99,35% |
13/11/2024 | 0,57% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 788 320 CHF | 264 273 CHF | 94,85% | 94,85% |
12/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 803 895 CHF | 269 465 CHF | 96,87% | 96,87% |
11/11/2024 | 0,53% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 847 739 CHF | 284 080 CHF | 99,35% | 99,35% |
08/11/2024 | 0,52% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 865 253 CHF | 289 918 CHF | 89,82% | 89,82% |
07/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 777 318 CHF | 260 606 CHF | 97,42% | 97,42% |