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% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 122 245 CHF | 122 740 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 119 479 CHF | 119 970 CHF | 61,62% | 61,62% |
18/11/2024 | 0,44% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 114 472 CHF | 114 968 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 413 CHF | 116 913 CHF | 70,44% | 70,44% |
14/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 118 640 CHF | 119 135 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 115 072 CHF | 115 568 CHF | 99,70% | 99,70% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 116 252 CHF | 116 748 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 117 988 CHF | 118 484 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 124 765 CHF | 125 261 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 125 398 CHF | 125 894 CHF | 100,00% | 100,00% |