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 | 0,99% | 1,07 CHF | 1,08 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 56 155 CHF | 1 134 CHF | 99,65% | 99,65% |
19/11/2024 | 1,03% | 1,07 CHF | 1,09 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 54 450 CHF | 1 100 CHF | 99,64% | 99,64% |
18/11/2024 | 1,02% | 1,11 CHF | 1,13 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 54 976 CHF | 1 111 CHF | 99,67% | 99,67% |
15/11/2024 | 1,00% | 1,10 CHF | 1,12 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 56 476 CHF | 1 141 CHF | 99,60% | 99,60% |
14/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 55 885 CHF | 1 408 CHF | 99,67% | 99,67% |
13/11/2024 | 0,82% | 1,49 CHF | 1,51 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 54 974 CHF | 1 386 CHF | 91,11% | 91,11% |
12/11/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 56 468 CHF | 1 423 CHF | 99,68% | 99,68% |
11/11/2024 | 0,75% | 1,41 CHF | 1,42 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 59 806 CHF | 1 506 CHF | 98,77% | 98,77% |
08/11/2024 | 0,93% | 1,39 CHF | 1,40 CHF | 40 000 | 1 000 | 47 998 | 1 000 | 57 479 CHF | 1 214 CHF | 99,68% | 99,68% |
07/11/2024 | 0,90% | 1,18 CHF | 1,19 CHF | 50 000 | 1 000 | 42 171 | 1 000 | 53 520 CHF | 1 285 CHF | 99,66% | 99,66% |