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 | 0,43% | 2,48 CHF | 2,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 776 CHF | 189 590 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 871 CHF | 122 427 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 244 CHF | 185 077 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,41 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 140 CHF | 118 691 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 114 271 CHF | 114 816 CHF | 99,27% | 99,27% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 74 191 | 74 130 | 183 270 CHF | 183 868 CHF | 99,40% | 99,40% |
12/11/2024 | 0,46% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 426 CHF | 121 984 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 846 CHF | 127 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 736 CHF | 126 266 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,56 CHF | 2,57 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 124 016 CHF | 124 546 CHF | 97,66% | 97,66% |