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 | 0,40% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 123 462 CHF | 123 957 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 124 095 CHF | 124 587 CHF | 61,62% | 61,62% |
18/11/2024 | 0,38% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 131 865 CHF | 132 360 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 785 CHF | 133 285 CHF | 70,46% | 70,46% |
14/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 128 627 CHF | 129 123 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 130 586 CHF | 131 082 CHF | 99,95% | 99,95% |
12/11/2024 | 0,39% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 129 213 CHF | 129 708 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 126 912 CHF | 127 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 118 355 CHF | 118 850 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 118 556 CHF | 119 052 CHF | 100,00% | 100,00% |