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 | 1,07% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 92 134 CHF | 93 129 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 94 663 CHF | 95 633 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 95 743 CHF | 96 703 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 94 000 | 94 000 | 94 138 | 94 138 | 95 683 CHF | 96 624 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 95 872 CHF | 96 826 CHF | 99,33% | 99,33% |
13/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 95 472 CHF | 96 423 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 95 884 CHF | 96 827 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 97 842 CHF | 98 782 CHF | 99,93% | 99,93% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 95 933 CHF | 96 888 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 97 377 CHF | 98 317 CHF | 100,00% | 100,00% |