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 | 0,96% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 271 CHF | 104 271 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 150 CHF | 102 150 CHF | 99,92% | 99,92% |
18/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 998 CHF | 118 998 CHF | 99,91% | 99,91% |
15/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 131 852 CHF | 132 852 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 97 372 CHF | 98 372 CHF | 100,00% | 100,00% |
13/11/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 530 CHF | 66 530 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 78 592 CHF | 79 592 CHF | 99,65% | 99,65% |
11/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 195 CHF | 86 195 CHF | 99,91% | 99,91% |
08/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 099 CHF | 80 099 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 276 CHF | 83 276 CHF | 99,88% | 99,88% |