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 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 49 531 | 49 530 | 121 401 CHF | 121 894 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 49 524 | 49 522 | 122 266 CHF | 122 757 CHF | 98,68% | 98,68% |
18/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 49 532 | 49 529 | 118 668 CHF | 119 156 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 452 CHF | 115 952 CHF | 70,84% | 70,84% |
14/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 108 802 CHF | 109 297 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 112 939 CHF | 113 435 CHF | 99,70% | 99,70% |
12/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 115 649 CHF | 116 145 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 125 771 CHF | 126 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 127 534 CHF | 128 030 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 128 625 CHF | 129 120 CHF | 100,00% | 100,00% |