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 | 0,52% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 96 824 CHF | 97 324 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 178 CHF | 98 772 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 620 CHF | 97 213 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 599 CHF | 95 129 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,93 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 258 CHF | 95 810 CHF | 99,27% | 99,27% |
13/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 93 720 CHF | 93 891 CHF | 99,40% | 99,40% |
12/11/2024 | 0,64% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 933 CHF | 99 567 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 2,05 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 248 CHF | 103 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 624 CHF | 104 186 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 100 615 CHF | 101 152 CHF | 99,06% | 99,06% |