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 | 1,76% | 2,00 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 953 CHF | 104 779 CHF | 98,99% | 98,99% |
19/11/2024 | 1,29% | 1,82 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 675 CHF | 90 843 CHF | 96,67% | 96,67% |
18/11/2024 | 1,43% | 1,86 CHF | 1,88 CHF | 50 000 | 50 000 | 45 589 | 44 486 | 83 142 CHF | 82 233 CHF | 100,00% | 100,00% |
15/11/2024 | 1,25% | 1,85 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 307 CHF | 95 489 CHF | 97,44% | 97,44% |
14/11/2024 | 1,19% | 1,93 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 931 CHF | 98 094 CHF | 99,42% | 99,42% |
13/11/2024 | 1,19% | 1,98 CHF | 2,01 CHF | 50 000 | 50 000 | 49 548 | 49 435 | 99 127 CHF | 100 078 CHF | 98,11% | 98,11% |
12/11/2024 | 1,10% | 1,99 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 818 CHF | 106 993 CHF | 99,54% | 99,54% |
11/11/2024 | 1,06% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 470 CHF | 112 657 CHF | 99,90% | 99,90% |
08/11/2024 | 1,12% | 2,09 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 560 CHF | 104 731 CHF | 63,37% | 63,37% |
07/11/2024 | 1,13% | 2,10 CHF | 2,12 CHF | 50 000 | 50 000 | 48 899 | 48 624 | 103 095 CHF | 103 690 CHF | 93,45% | 93,45% |