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% | 1,96 CHF | 1,97 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 81 323 CHF | 81 723 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 84 076 CHF | 84 476 CHF | 99,91% | 99,91% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 219 394 CHF | 220 394 CHF | 99,92% | 99,92% |
15/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 228 770 CHF | 229 770 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 223 301 CHF | 224 301 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 203 965 CHF | 204 965 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,06 CHF | 2,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 216 515 CHF | 217 515 CHF | 99,69% | 99,69% |
11/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 229 426 CHF | 230 426 CHF | 99,91% | 99,91% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 226 222 CHF | 227 222 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 229 893 CHF | 230 893 CHF | 99,90% | 99,90% |