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 | 0,47% | 2,04 CHF | 2,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 158 652 CHF | 159 402 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 632 CHF | 10 682 CHF | 99,87% | 99,87% |
18/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 414 CHF | 10 464 CHF | 99,92% | 99,92% |
15/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 11 703 CHF | 11 753 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 12 389 CHF | 12 439 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 628 CHF | 10 678 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 11 079 CHF | 11 129 CHF | 99,68% | 99,68% |
11/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 918 CHF | 10 968 CHF | 99,90% | 99,90% |
08/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 527 CHF | 10 577 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 10 488 CHF | 10 538 CHF | 99,91% | 99,91% |