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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 468 CHF | 109 468 CHF | 99,38% | 99,38% |
20/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 889 CHF | 103 889 CHF | 99,39% | 99,39% |
19/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 203 CHF | 51 703 CHF | 98,60% | 98,60% |
18/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 405 CHF | 51 905 CHF | 99,30% | 99,30% |
15/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 485 CHF | 48 985 CHF | 99,39% | 99,39% |
14/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 944 CHF | 53 444 CHF | 99,35% | 99,35% |
13/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 937 CHF | 52 437 CHF | 99,39% | 99,39% |
12/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 873 CHF | 50 373 CHF | 99,09% | 99,09% |
11/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 450 CHF | 44 950 CHF | 99,29% | 99,29% |
08/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 689 CHF | 45 189 CHF | 99,38% | 99,38% |