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% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 720 CHF | 181 561 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 519 CHF | 117 019 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 243 CHF | 177 058 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 773 CHF | 113 317 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 109 109 CHF | 109 661 CHF | 99,27% | 99,27% |
13/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 175 297 CHF | 175 901 CHF | 99,40% | 99,40% |
12/11/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 083 CHF | 116 618 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 491 CHF | 122 045 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 374 CHF | 120 947 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 118 872 CHF | 119 425 CHF | 97,66% | 97,66% |