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 | 0,51% | 2,10 CHF | 2,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 159 811 CHF | 160 632 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 555 CHF | 103 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 2,08 CHF | 2,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 308 CHF | 156 146 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 817 CHF | 99 381 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 95 675 CHF | 96 214 CHF | 99,27% | 99,27% |
13/11/2024 | 0,53% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 154 607 CHF | 155 301 CHF | 99,40% | 99,40% |
12/11/2024 | 0,52% | 1,98 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 185 CHF | 102 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 545 CHF | 108 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 447 CHF | 106 987 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 105 516 CHF | 106 075 CHF | 97,66% | 97,66% |