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 | 0,55% | 1,86 CHF | 1,87 CHF | 750 000 | 750 000 | 334 560 | 334 560 | 623 249 CHF | 626 601 CHF | 99,90% | 99,90% |
19/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 750 000 | 750 000 | 317 247 | 317 247 | 580 753 CHF | 583 934 CHF | 99,84% | 99,84% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 750 000 | 750 000 | 333 993 | 333 993 | 620 794 CHF | 624 138 CHF | 98,23% | 98,23% |
15/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 750 000 | 750 000 | 313 753 | 313 753 | 583 012 CHF | 586 155 CHF | 99,71% | 99,71% |
14/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 650 000 | 650 000 | 299 611 | 299 611 | 538 572 CHF | 541 574 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 650 000 | 650 000 | 291 034 | 291 034 | 513 635 CHF | 516 551 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 650 000 | 650 000 | 290 500 | 290 500 | 511 264 CHF | 514 174 CHF | 99,86% | 99,86% |
11/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 472 264 CHF | 475 036 CHF | 99,90% | 99,90% |
08/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 600 000 | 600 000 | 255 836 | 255 836 | 416 164 CHF | 418 727 CHF | 98,88% | 98,88% |
07/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 550 000 | 550 000 | 199 467 | 199 467 | 311 677 CHF | 313 674 CHF | 97,44% | 97,44% |