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 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 939 CHF | 100 313 CHF | 99,38% | 99,38% |
19/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 011 CHF | 98 337 CHF | 99,37% | 99,37% |
18/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 774 CHF | 95 258 CHF | 99,38% | 99,38% |
15/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 550 CHF | 92 517 CHF | 99,36% | 99,36% |
14/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 269 CHF | 107 090 CHF | 99,37% | 99,37% |
13/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 899 CHF | 104 633 CHF | 99,38% | 99,38% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 291 CHF | 105 430 CHF | 99,13% | 99,13% |
11/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 406 CHF | 108 802 CHF | 99,38% | 99,38% |
08/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 794 CHF | 107 265 CHF | 99,37% | 99,37% |
07/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 817 CHF | 102 939 CHF | 98,58% | 98,58% |