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 | 0,98% | 1,18 CHF | 1,20 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 56 592 CHF | 1 143 CHF | 99,63% | 99,63% |
19/11/2024 | 0,97% | 1,17 CHF | 1,19 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 58 071 CHF | 1 173 CHF | 99,62% | 99,62% |
18/11/2024 | 0,96% | 1,14 CHF | 1,16 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 58 153 CHF | 1 174 CHF | 99,65% | 99,65% |
15/11/2024 | 0,99% | 1,16 CHF | 1,18 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 56 993 CHF | 1 151 CHF | 99,58% | 99,58% |
14/11/2024 | 1,25% | 0,96 CHF | 0,97 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 52 607 CHF | 888 CHF | 99,64% | 99,64% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 70 000 | 1 000 | 62 096 | 1 000 | 54 663 CHF | 895 CHF | 91,57% | 91,57% |
12/11/2024 | 1,35% | 0,95 CHF | 0,97 CHF | 60 000 | 1 000 | 66 412 | 1 000 | 55 960 CHF | 856 CHF | 99,66% | 99,66% |
11/11/2024 | 1,48% | 0,84 CHF | 0,86 CHF | 60 000 | 1 000 | 69 986 | 1 000 | 52 959 CHF | 768 CHF | 98,73% | 98,73% |
08/11/2024 | 1,11% | 0,85 CHF | 0,87 CHF | 60 000 | 1 000 | 52 091 | 1 000 | 53 702 CHF | 1 047 CHF | 99,66% | 99,66% |
07/11/2024 | 1,15% | 1,06 CHF | 1,07 CHF | 50 000 | 1 000 | 57 834 | 1 000 | 56 052 CHF | 983 CHF | 99,64% | 99,64% |