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 | 1,03% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 301 CHF | 137 716 CHF | 14,13% | 89,78% |
19/11/2024 | 1,07% | 2,67 CHF | 2,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 379 CHF | 136 835 CHF | 98,83% | 98,83% |
18/11/2024 | 1,27% | 2,64 CHF | 2,67 CHF | 50 000 | 50 000 | 44 523 | 44 435 | 113 411 CHF | 114 559 CHF | 99,09% | 99,09% |
15/11/2024 | 1,18% | 2,39 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 737 CHF | 119 129 CHF | 99,73% | 99,73% |
14/11/2024 | 0,94% | 2,33 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 701 CHF | 111 755 CHF | 97,08% | 97,08% |
13/11/2024 | 1,09% | 2,30 CHF | 2,33 CHF | 50 000 | 50 000 | 49 758 | 49 698 | 114 063 CHF | 115 164 CHF | 97,16% | 97,16% |
12/11/2024 | 1,15% | 2,24 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 942 CHF | 118 299 CHF | 98,02% | 98,02% |
11/11/2024 | 1,25% | 2,46 CHF | 2,49 CHF | 50 000 | 50 000 | 41 256 | 41 256 | 103 236 CHF | 104 479 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 2,10 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 112 CHF | 106 026 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 2,20 CHF | 2,22 CHF | 50 000 | 50 000 | 35 229 | 35 229 | 78 059 CHF | 78 827 CHF | 94,47% | 94,47% |