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 | 0,50% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 171 882 CHF | 172 743 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 620 CHF | 111 161 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,24 CHF | 2,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 396 CHF | 168 213 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 881 CHF | 107 428 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 103 420 CHF | 103 976 CHF | 99,27% | 99,27% |
13/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 166 551 CHF | 167 162 CHF | 99,40% | 99,40% |
12/11/2024 | 0,48% | 2,14 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 185 CHF | 110 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 580 CHF | 116 136 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 487 CHF | 115 059 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 113 267 CHF | 113 794 CHF | 97,66% | 97,66% |