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 | 0,58% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 855 CHF | 101 442 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 186 CHF | 99 797 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 216 CHF | 94 752 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,85 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 633 CHF | 94 238 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 861 CHF | 99 440 CHF | 99,52% | 99,52% |
13/11/2024 | 0,62% | 1,94 CHF | 1,96 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 97 450 CHF | 97 939 CHF | 99,32% | 99,32% |
12/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 123 CHF | 106 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 920 CHF | 111 532 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 018 CHF | 106 614 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 105 082 CHF | 105 097 CHF | 99,13% | 99,13% |