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 | 0,52% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 96 482 CHF | 96 982 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 772 CHF | 98 317 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 213 CHF | 96 713 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 129 CHF | 94 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 810 CHF | 95 413 CHF | 99,27% | 99,27% |
13/11/2024 | 0,66% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 93 226 CHF | 93 515 CHF | 99,40% | 99,40% |
12/11/2024 | 0,55% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 567 CHF | 99 109 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 881 CHF | 103 396 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 186 CHF | 103 786 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 2,06 CHF | 2,08 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 100 183 CHF | 100 825 CHF | 99,06% | 99,06% |