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 | 0,49% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 102 849 CHF | 103 345 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 49 526 | 49 526 | 107 011 CHF | 107 506 CHF | 98,95% | 98,95% |
18/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 102 198 CHF | 102 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 471 CHF | 100 971 CHF | 71,77% | 71,77% |
14/11/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 101 060 CHF | 101 556 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 106 584 CHF | 107 080 CHF | 99,37% | 99,37% |
12/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 49 534 | 49 529 | 97 105 CHF | 97 592 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 95 294 CHF | 95 790 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 99 618 CHF | 100 114 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 97 694 CHF | 98 189 CHF | 100,00% | 100,00% |