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 | 0,61% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 692 CHF | 103 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 070 CHF | 101 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 033 CHF | 96 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 469 CHF | 96 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 704 CHF | 101 329 CHF | 99,52% | 99,52% |
13/11/2024 | 0,61% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 99 256 CHF | 99 746 CHF | 99,32% | 99,32% |
12/11/2024 | 0,54% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 934 CHF | 108 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 762 CHF | 113 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 856 CHF | 108 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 106 908 CHF | 106 855 CHF | 99,13% | 99,13% |