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 | 0,47% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 700 CHF | 177 526 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,27 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 830 CHF | 114 371 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,30 CHF | 2,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 194 CHF | 172 994 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 108 CHF | 110 640 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 106 509 CHF | 107 065 CHF | 99,27% | 99,27% |
13/11/2024 | 0,50% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 171 287 CHF | 172 006 CHF | 99,40% | 99,40% |
12/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 426 CHF | 113 926 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 795 CHF | 119 346 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 682 CHF | 118 236 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 116 328 CHF | 116 858 CHF | 97,66% | 97,66% |