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 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 58 095 CHF | 58 595 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 934 CHF | 59 577 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 415 CHF | 58 057 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 385 CHF | 55 992 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 026 CHF | 56 594 CHF | 99,27% | 99,27% |
13/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 55 424 CHF | 55 237 CHF | 99,40% | 99,40% |
12/11/2024 | 1,02% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 801 CHF | 60 412 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 205 CHF | 64 748 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 475 CHF | 65 124 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 63 116 CHF | 63 708 CHF | 99,06% | 99,06% |