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 | 0,89% | 1,18 CHF | 1,19 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 57 662 CHF | 1 164 CHF | 99,57% | 99,57% |
19/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 59 218 CHF | 1 195 CHF | 99,50% | 99,50% |
18/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 57 479 CHF | 1 160 CHF | 99,58% | 99,58% |
15/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 1 000 | 42 301 | 1 000 | 53 132 CHF | 1 268 CHF | 98,58% | 98,58% |
14/11/2024 | 0,86% | 1,25 CHF | 1,26 CHF | 40 000 | 1 000 | 47 549 | 1 000 | 56 546 CHF | 1 203 CHF | 83,86% | 83,86% |
13/11/2024 | 0,98% | 1,09 CHF | 1,10 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 52 225 CHF | 1 055 CHF | 91,63% | 91,63% |
12/11/2024 | 1,02% | 1,05 CHF | 1,06 CHF | 50 000 | 1 000 | 53 665 | 1 000 | 53 758 CHF | 1 013 CHF | 99,44% | 99,44% |
11/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 70 000 | 1 000 | 68 332 | 1 000 | 56 483 CHF | 837 CHF | 99,61% | 99,61% |
08/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 70 000 | 1 000 | 70 124 | 1 000 | 53 640 CHF | 775 CHF | 58,80% | 58,80% |
07/11/2024 | 1,39% | 0,66 CHF | 0,67 CHF | 80 000 | 1 000 | 71 845 | 1 000 | 52 706 CHF | 746 CHF | 88,18% | 88,18% |