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 | 0,89% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 901 CHF | 84 651 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 75 492 CHF | 76 237 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 638 CHF | 81 388 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 317 CHF | 82 067 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 414 CHF | 79 164 CHF | 99,52% | 99,52% |
13/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 74 666 | 74 146 | 71 009 CHF | 71 259 CHF | 99,32% | 99,32% |
12/11/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 860 CHF | 76 610 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 746 CHF | 78 496 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 691 CHF | 76 441 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 943 | 72 406 | 76 931 CHF | 76 134 CHF | 99,12% | 99,12% |