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 | 2,30% | 1,00 CHF | 1,01 CHF | 195 000 | 195 000 | 86 996 | 86 996 | 87 379 CHF | 88 954 CHF | 99,89% | 99,89% |
19/11/2024 | 2,26% | 1,02 CHF | 1,03 CHF | 195 000 | 195 000 | 80 363 | 80 363 | 83 790 CHF | 85 234 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 89 572 | 89 572 | 99 610 CHF | 101 012 CHF | 99,89% | 99,89% |
15/11/2024 | 1,56% | 1,14 CHF | 1,15 CHF | 205 000 | 205 000 | 91 451 | 91 451 | 104 707 CHF | 106 094 CHF | 99,90% | 99,90% |
14/11/2024 | 2,02% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 75 924 CHF | 76 960 CHF | 100,00% | 100,00% |
13/11/2024 | 2,28% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 87 823 | 87 823 | 90 499 CHF | 92 082 CHF | 100,00% | 100,00% |
12/11/2024 | 2,42% | 1,03 CHF | 1,04 CHF | 195 000 | 195 000 | 86 095 | 86 095 | 83 721 CHF | 85 272 CHF | 99,87% | 99,87% |
11/11/2024 | 2,61% | 0,94 CHF | 0,95 CHF | 190 000 | 190 000 | 83 942 | 83 942 | 75 882 CHF | 77 396 CHF | 99,58% | 99,58% |
08/11/2024 | 2,57% | 0,91 CHF | 0,92 CHF | 190 000 | 190 000 | 85 321 | 85 321 | 77 279 CHF | 78 820 CHF | 99,20% | 99,20% |
07/11/2024 | 2,44% | 0,91 CHF | 0,92 CHF | 190 000 | 190 000 | 85 399 | 85 399 | 79 677 CHF | 81 225 CHF | 100,00% | 100,00% |