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 | 1,11% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 34 521 | 30 089 | 79 953 CHF | 70 539 CHF | 93,97% | 93,97% |
19/11/2024 | 1,17% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 34 261 | 29 797 | 74 295 CHF | 65 256 CHF | 99,69% | 99,69% |
18/11/2024 | 1,03% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 36 320 | 32 114 | 82 503 CHF | 73 260 CHF | 67,21% | 67,21% |
15/11/2024 | 0,97% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 29 795 | 29 795 | 78 605 CHF | 79 292 CHF | 99,69% | 99,69% |
14/11/2024 | 0,89% | 2,89 CHF | 2,90 CHF | 50 000 | 50 000 | 29 026 | 27 872 | 86 066 CHF | 83 267 CHF | 91,61% | 91,61% |
13/11/2024 | 0,84% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 30 030 | 29 185 | 91 173 CHF | 89 274 CHF | 97,35% | 97,35% |
12/11/2024 | 0,81% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 30 475 | 29 264 | 93 409 CHF | 90 259 CHF | 87,31% | 87,31% |
11/11/2024 | 0,83% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 29 906 | 28 838 | 93 594 CHF | 90 897 CHF | 97,59% | 97,59% |
08/11/2024 | 0,89% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 29 884 | 29 884 | 86 418 CHF | 87 090 CHF | 98,66% | 98,66% |
07/11/2024 | 0,94% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 29 933 | 29 933 | 79 752 CHF | 80 410 CHF | 97,64% | 97,64% |