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 | 1,46% | 2,04 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 331 CHF | 106 881 CHF | 53,82% | 53,82% |
19/11/2024 | 1,23% | 2,01 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 606 CHF | 99 829 CHF | 95,31% | 95,31% |
18/11/2024 | 1,28% | 2,08 CHF | 2,11 CHF | 50 000 | 50 000 | 46 223 | 45 279 | 94 848 CHF | 94 067 CHF | 93,62% | 93,62% |
15/11/2024 | 1,17% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 107 CHF | 102 299 CHF | 98,63% | 98,63% |
14/11/2024 | 1,14% | 2,11 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 983 CHF | 104 160 CHF | 97,63% | 97,63% |
13/11/2024 | 1,20% | 2,01 CHF | 2,04 CHF | 50 000 | 50 000 | 49 644 | 49 555 | 100 253 CHF | 101 273 CHF | 98,80% | 98,80% |
12/11/2024 | 1,13% | 2,08 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 206 CHF | 109 433 CHF | 99,58% | 99,58% |
11/11/2024 | 1,11% | 2,26 CHF | 2,29 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 107 528 CHF | 108 717 CHF | 98,65% | 98,65% |
08/11/2024 | 1,15% | 2,09 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 746 CHF | 106 971 CHF | 92,82% | 92,82% |
07/11/2024 | 1,09% | 2,31 CHF | 2,33 CHF | 50 000 | 50 000 | 48 961 | 48 701 | 114 270 CHF | 114 900 CHF | 98,93% | 98,93% |