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 | 0,44% | 2,43 CHF | 2,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 743 CHF | 185 551 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 161 CHF | 119 728 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 213 CHF | 181 051 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 428 CHF | 115 999 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,41 CHF | 2,43 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 111 664 CHF | 112 203 CHF | 99,27% | 99,27% |
13/11/2024 | 0,45% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 179 241 CHF | 179 897 CHF | 99,40% | 99,40% |
12/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 772 CHF | 119 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 136 CHF | 124 676 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,46 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 059 CHF | 123 592 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 121 467 CHF | 122 016 CHF | 97,66% | 97,66% |