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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,47% | 2,10 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 626 CHF | 103 126 CHF | 99,48% | 99,48% |
22/11/2024 | 1,56% | 1,99 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 703 CHF | 97 203 CHF | 99,50% | 99,50% |
20/11/2024 | 1,47% | 1,93 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 666 CHF | 103 166 CHF | 99,53% | 99,53% |
19/11/2024 | 1,46% | 2,04 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 711 CHF | 103 211 CHF | 99,55% | 99,55% |
18/11/2024 | 1,36% | 2,20 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 419 CHF | 110 919 CHF | 99,57% | 99,57% |
15/11/2024 | 1,39% | 2,14 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 854 CHF | 108 354 CHF | 98,92% | 98,92% |
14/11/2024 | 1,49% | 2,06 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 712 CHF | 101 212 CHF | 98,72% | 98,72% |
13/11/2024 | 1,58% | 1,85 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 154 CHF | 95 654 CHF | 96,69% | 96,69% |
12/11/2024 | 1,42% | 1,97 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 047 CHF | 106 547 CHF | 99,55% | 99,55% |
11/11/2024 | 1,44% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 800 CHF | 105 300 CHF | 99,56% | 99,56% |