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 | 80 000 | 80 000 | 80 000 | 80 000 | 145 593 CHF | 146 393 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 80 000 | 80 000 | 79 997 | 79 997 | 136 005 CHF | 136 805 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 80 000 | 80 000 | 79 926 | 79 926 | 150 256 CHF | 151 056 CHF | 99,07% | 99,07% |
15/11/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 161 879 CHF | 162 679 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,12 CHF | 2,13 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 160 968 CHF | 161 768 CHF | 99,08% | 99,08% |
13/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 136 506 CHF | 137 306 CHF | 99,99% | 99,99% |
12/11/2024 | 0,50% | 1,74 CHF | 1,75 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 159 076 CHF | 159 876 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 180 158 CHF | 180 958 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 165 036 CHF | 165 836 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 175 159 CHF | 175 959 CHF | 99,67% | 99,67% |