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 | 0,64% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 692 CHF | 97 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 070 CHF | 95 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 033 CHF | 90 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 469 CHF | 90 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 704 CHF | 95 329 CHF | 99,52% | 99,52% |
13/11/2024 | 0,65% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 93 285 CHF | 93 782 CHF | 99,32% | 99,32% |
12/11/2024 | 0,57% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 934 CHF | 102 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 762 CHF | 107 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 856 CHF | 102 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 101 033 CHF | 101 087 CHF | 99,13% | 99,13% |