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 | 1,49% | 2,24 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 122 CHF | 112 792 CHF | 100,00% | 100,00% |
19/11/2024 | 1,48% | 2,22 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 978 CHF | 114 665 CHF | 84,85% | 84,85% |
18/11/2024 | 1,46% | 2,21 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 490 CHF | 113 125 CHF | 99,64% | 99,64% |
15/11/2024 | 1,42% | 2,17 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 202 CHF | 108 737 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 2,02 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 050 CHF | 105 649 CHF | 99,44% | 99,44% |
13/11/2024 | 1,47% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 49 644 | 49 519 | 105 885 CHF | 107 172 CHF | 98,88% | 98,88% |
12/11/2024 | 1,47% | 2,08 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 285 CHF | 103 800 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 1,99 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 019 CHF | 100 542 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 2,01 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 712 CHF | 101 223 CHF | 99,51% | 99,51% |
07/11/2024 | 1,49% | 2,01 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 153 CHF | 99 622 CHF | 78,59% | 78,59% |