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% | 2,54 CHF | 2,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 192 720 CHF | 193 561 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 519 CHF | 125 055 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 308 CHF | 189 058 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 817 CHF | 121 317 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 48 165 | 48 165 | 116 815 CHF | 117 367 CHF | 99,27% | 99,27% |
13/11/2024 | 0,45% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 74 130 | 74 130 | 187 015 CHF | 187 845 CHF | 99,40% | 99,40% |
12/11/2024 | 0,46% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 118 CHF | 124 685 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 491 CHF | 130 045 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 374 CHF | 128 947 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,61 CHF | 2,63 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 126 617 CHF | 127 150 CHF | 97,66% | 97,66% |