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 | 1,06% | 2,14 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 763 CHF | 110 929 CHF | 99,64% | 99,64% |
19/11/2024 | 1,19% | 1,97 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 501 CHF | 98 664 CHF | 96,67% | 96,67% |
18/11/2024 | 1,29% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 45 589 | 44 486 | 90 202 CHF | 89 101 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 2,00 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 627 CHF | 102 800 CHF | 97,65% | 97,65% |
14/11/2024 | 1,10% | 2,07 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 159 CHF | 105 315 CHF | 99,42% | 99,42% |
13/11/2024 | 1,13% | 2,12 CHF | 2,15 CHF | 50 000 | 50 000 | 49 548 | 49 435 | 105 944 CHF | 106 894 CHF | 98,22% | 98,22% |
12/11/2024 | 1,06% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 100 CHF | 113 294 CHF | 99,54% | 99,54% |
11/11/2024 | 0,99% | 2,34 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 938 CHF | 118 100 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 742 CHF | 110 932 CHF | 96,69% | 96,69% |
07/11/2024 | 1,09% | 2,22 CHF | 2,24 CHF | 50 000 | 50 000 | 48 961 | 48 702 | 108 917 CHF | 109 534 CHF | 99,02% | 99,02% |