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 | 0,49% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 840 CHF | 168 662 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 927 CHF | 108 461 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 163 327 CHF | 164 135 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 191 CHF | 104 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 100 830 CHF | 101 380 CHF | 99,27% | 99,27% |
13/11/2024 | 0,50% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 162 567 CHF | 163 247 CHF | 99,40% | 99,40% |
12/11/2024 | 0,53% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 514 CHF | 108 083 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 890 CHF | 113 445 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 766 CHF | 112 332 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 110 663 CHF | 111 198 CHF | 97,66% | 97,66% |