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% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 102 698 CHF | 103 259 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 178 CHF | 104 678 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 620 CHF | 103 120 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 599 CHF | 101 099 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 258 CHF | 101 758 CHF | 99,27% | 99,27% |
13/11/2024 | 0,55% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 99 619 CHF | 99 816 CHF | 99,40% | 99,40% |
12/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 933 CHF | 105 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 248 CHF | 109 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 624 CHF | 110 124 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 106 368 CHF | 106 906 CHF | 99,06% | 99,06% |