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% | 2,18 CHF | 2,19 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 105 786 CHF | 106 266 CHF | 99,48% | 99,48% |
19/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 104 280 CHF | 104 760 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 99 925 CHF | 100 405 CHF | 99,90% | 99,90% |
15/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 644 CHF | 99 144 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 607 CHF | 95 107 CHF | 98,60% | 98,60% |
13/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 819 CHF | 97 319 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 193 CHF | 98 693 CHF | 99,88% | 99,88% |
11/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 98 873 CHF | 99 353 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 549 CHF | 92 049 CHF | 98,29% | 98,29% |
07/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 413 CHF | 94 913 CHF | 100,00% | 100,00% |