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 | 0,59% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 425 CHF | 127 175 CHF | 99,12% | 99,12% |
19/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 052 CHF | 118 802 CHF | 94,50% | 94,50% |
18/11/2024 | 0,53% | 1,69 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 584 CHF | 142 334 CHF | 94,31% | 94,31% |
15/11/2024 | 0,63% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 989 CHF | 119 739 CHF | 95,79% | 95,79% |
14/11/2024 | 0,63% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 502 CHF | 119 252 CHF | 99,24% | 99,24% |
13/11/2024 | 0,65% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 66 503 | 66 503 | 101 955 CHF | 102 620 CHF | 92,19% | 92,19% |
12/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 54 457 CHF | 54 837 CHF | 95,60% | 95,60% |
11/11/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 56 025 CHF | 56 405 CHF | 97,73% | 97,73% |
08/11/2024 | 0,86% | 1,27 CHF | 1,28 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 44 075 CHF | 44 455 CHF | 99,28% | 99,28% |
07/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 42 098 CHF | 42 478 CHF | 99,26% | 99,26% |