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 | 0,15% | 1,97 CHF | 1,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 090 CHF | 51 165 CHF | 99,81% | 99,81% |
19/11/2024 | 1,61% | 2,01 CHF | 2,05 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 5 099 CHF | 5 181 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 2,06 CHF | 2,09 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 4 989 CHF | 5 072 CHF | 99,48% | 99,48% |
15/11/2024 | 0,13% | 2,18 CHF | 2,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 718 CHF | 56 793 CHF | 99,90% | 99,90% |
14/11/2024 | 0,12% | 2,47 CHF | 2,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 134 CHF | 60 209 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 2,03 CHF | 2,06 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 5 096 CHF | 5 179 CHF | 97,93% | 97,93% |
12/11/2024 | 0,14% | 2,11 CHF | 2,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 581 CHF | 53 656 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 2,10 CHF | 2,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 795 CHF | 52 870 CHF | 99,17% | 99,17% |
08/11/2024 | 0,15% | 2,01 CHF | 2,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 815 CHF | 50 890 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 2,05 CHF | 2,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 606 CHF | 50 681 CHF | 100,00% | 100,00% |