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 | 0,53% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 104 891 CHF | 105 443 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 317 CHF | 106 817 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 756 CHF | 105 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 682 CHF | 103 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 413 CHF | 103 913 CHF | 99,27% | 99,27% |
13/11/2024 | 0,55% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 101 766 CHF | 101 970 CHF | 99,40% | 99,40% |
12/11/2024 | 0,57% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 109 CHF | 107 723 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 396 CHF | 112 005 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 786 CHF | 112 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 108 483 CHF | 109 011 CHF | 99,06% | 99,06% |