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 | 1,09% | 2,09 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 408 CHF | 108 583 CHF | 99,64% | 99,64% |
19/11/2024 | 1,23% | 1,92 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 657 CHF | 95 831 CHF | 96,66% | 96,66% |
18/11/2024 | 1,32% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 45 589 | 44 486 | 87 884 CHF | 86 832 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 1,95 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 084 CHF | 100 259 CHF | 97,65% | 97,65% |
14/11/2024 | 1,13% | 2,02 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 652 CHF | 102 805 CHF | 99,42% | 99,42% |
13/11/2024 | 1,11% | 2,07 CHF | 2,10 CHF | 50 000 | 50 000 | 49 548 | 49 435 | 103 633 CHF | 104 546 CHF | 98,22% | 98,22% |
12/11/2024 | 1,09% | 2,09 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 017 CHF | 111 219 CHF | 99,54% | 99,54% |
11/11/2024 | 1,03% | 2,30 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 075 CHF | 116 265 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 2,19 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 566 CHF | 108 777 CHF | 96,69% | 96,69% |
07/11/2024 | 1,09% | 2,17 CHF | 2,20 CHF | 50 000 | 50 000 | 48 961 | 48 702 | 106 739 CHF | 107 342 CHF | 99,02% | 99,02% |