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 | 0,98% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 122 042 CHF | 123 242 CHF | 99,48% | 99,48% |
19/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 118 037 CHF | 119 237 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 120 914 CHF | 122 114 CHF | 99,89% | 99,89% |
15/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 120 023 CHF | 121 223 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 118 172 CHF | 119 372 CHF | 98,61% | 98,61% |
13/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 118 955 CHF | 120 155 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 123 826 CHF | 125 026 CHF | 99,88% | 99,88% |
11/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 126 064 CHF | 127 264 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 125 716 CHF | 126 916 CHF | 99,04% | 99,04% |
07/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 129 054 CHF | 130 254 CHF | 100,00% | 100,00% |