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 | 0,45% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 787 CHF | 108 276 CHF | 99,28% | 99,28% |
19/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 178 CHF | 101 669 CHF | 98,46% | 98,46% |
18/11/2024 | 0,58% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 45 589 | 43 383 | 95 721 CHF | 91 566 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 041 CHF | 112 541 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 789 CHF | 113 289 CHF | 99,22% | 99,22% |
13/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 49 550 | 49 438 | 105 897 CHF | 106 154 CHF | 97,43% | 97,43% |
12/11/2024 | 0,45% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 768 CHF | 113 277 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 2,38 CHF | 2,40 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 114 999 CHF | 115 982 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 449 CHF | 111 949 CHF | 96,01% | 96,01% |
07/11/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 48 957 | 48 436 | 111 137 CHF | 110 486 CHF | 98,73% | 98,73% |