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 | 0,48% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 310 CHF | 103 810 CHF | 94,13% | 94,13% |
19/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 99 282 CHF | 99 782 CHF | 96,55% | 96,55% |
18/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 320 CHF | 100 820 CHF | 98,80% | 98,80% |
15/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 49 986 | 49 986 | 95 600 CHF | 96 100 CHF | 95,68% | 95,68% |
14/11/2024 | 0,52% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 49 971 | 49 971 | 95 875 CHF | 96 375 CHF | 90,82% | 90,82% |
13/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 986 CHF | 101 486 CHF | 95,89% | 95,89% |
12/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 49 996 | 49 996 | 98 838 CHF | 99 338 CHF | 96,43% | 96,43% |
11/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 167 CHF | 104 667 CHF | 97,64% | 97,64% |
08/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 050 CHF | 103 550 CHF | 96,02% | 96,02% |
07/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 49 997 | 49 997 | 106 482 CHF | 106 982 CHF | 96,53% | 96,53% |