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 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 840 CHF | 81 590 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 614 CHF | 75 364 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 887 CHF | 82 637 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 065 CHF | 86 815 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 162 CHF | 84 912 CHF | 99,27% | 99,27% |
13/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 615 | 74 132 | 75 587 CHF | 75 857 CHF | 99,40% | 99,40% |
12/11/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 413 CHF | 91 163 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 273 CHF | 94 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 062 CHF | 87 812 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 704 | 72 407 | 88 541 CHF | 87 781 CHF | 99,23% | 99,23% |