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 | 0,46% | 2,15 CHF | 2,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 163 876 CHF | 164 626 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 269 CHF | 105 769 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 2,13 CHF | 2,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 159 349 CHF | 160 194 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 543 CHF | 102 108 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 98 271 CHF | 98 821 CHF | 99,27% | 99,27% |
13/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 158 608 CHF | 159 226 CHF | 99,40% | 99,40% |
12/11/2024 | 0,55% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 810 CHF | 105 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,19 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 243 CHF | 110 795 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 152 CHF | 109 682 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 108 106 CHF | 108 655 CHF | 97,66% | 97,66% |