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 | 0,62% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 143 707 CHF | 144 607 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 140 178 CHF | 141 078 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 146 224 CHF | 147 124 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 145 776 CHF | 146 676 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 136 497 CHF | 137 406 CHF | 99,33% | 99,33% |
13/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 131 847 CHF | 132 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 1,37 CHF | 1,38 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 134 288 CHF | 135 198 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 143 508 CHF | 144 408 CHF | 99,93% | 99,93% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 144 479 CHF | 145 379 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 85 000 | 85 000 | 85 782 | 85 782 | 146 394 CHF | 147 252 CHF | 100,00% | 100,00% |