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 | 0,55% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 188 CHF | 91 688 CHF | 97,92% | 97,92% |
19/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 950 CHF | 84 450 CHF | 86,98% | 86,98% |
18/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 201 CHF | 94 701 CHF | 99,94% | 99,94% |
15/11/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 28 847 | 28 847 | 58 343 CHF | 58 631 CHF | 97,92% | 97,92% |
14/11/2024 | 0,50% | 2,12 CHF | 2,13 CHF | 25 000 | 25 000 | 35 277 | 35 277 | 70 413 CHF | 70 765 CHF | 99,96% | 99,96% |
13/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 521 CHF | 86 021 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 32 729 | 32 729 | 64 539 CHF | 64 866 CHF | 99,98% | 99,98% |
11/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 494 CHF | 56 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 26 580 | 26 580 | 54 849 CHF | 55 115 CHF | 98,38% | 98,38% |
07/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 967 CHF | 55 217 CHF | 94,35% | 94,35% |