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 | 1,20% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 010 CHF | 62 760 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 688 CHF | 63 438 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 532 CHF | 64 282 CHF | 100,00% | 100,00% |
15/11/2024 | 1,02% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 57 935 | 50 000 | 56 614 CHF | 49 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 690 CHF | 79 440 CHF | 99,52% | 99,52% |
13/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 57 479 | 49 703 | 56 552 CHF | 49 455 CHF | 99,32% | 99,32% |
12/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 159 CHF | 53 659 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 194 CHF | 55 694 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 566 CHF | 53 066 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 73 703 | 72 406 | 78 023 CHF | 77 416 CHF | 99,13% | 99,13% |