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 | 0,76% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 159 897 CHF | 161 123 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,16 CHF | 2,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 215 989 CHF | 217 532 CHF | 92,93% | 92,93% |
18/11/2024 | 0,73% | 2,06 CHF | 2,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 203 106 CHF | 204 604 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,98 CHF | 1,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 193 625 CHF | 194 930 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,74 CHF | 1,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 177 740 CHF | 179 031 CHF | 99,24% | 99,24% |
13/11/2024 | 0,76% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 99 146 | 99 146 | 167 588 CHF | 168 858 CHF | 99,39% | 99,39% |
12/11/2024 | 0,72% | 1,73 CHF | 1,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 170 909 CHF | 172 141 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 162 051 CHF | 163 269 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 169 200 CHF | 170 373 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,61 CHF | 1,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 160 791 CHF | 162 051 CHF | 59,34% | 59,34% |