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 | 0,48% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 49 978 | 49 978 | 103 626 CHF | 104 125 CHF | 96,63% | 96,63% |
19/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 49 990 | 49 990 | 97 729 CHF | 98 229 CHF | 89,31% | 89,31% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 49 975 | 49 975 | 112 029 CHF | 112 528 CHF | 99,68% | 99,68% |
15/11/2024 | 0,40% | 2,37 CHF | 2,38 CHF | 40 000 | 40 000 | 39 884 | 39 884 | 98 785 CHF | 99 184 CHF | 96,88% | 96,88% |
14/11/2024 | 0,41% | 2,59 CHF | 2,60 CHF | 40 000 | 40 000 | 39 946 | 39 946 | 98 355 CHF | 98 754 CHF | 97,19% | 97,19% |
13/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 40 000 | 40 000 | 40 543 | 40 543 | 96 054 CHF | 96 459 CHF | 95,08% | 95,08% |
12/11/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 41 164 | 41 164 | 97 939 CHF | 98 350 CHF | 96,26% | 96,26% |
11/11/2024 | 0,44% | 2,39 CHF | 2,40 CHF | 40 000 | 40 000 | 40 512 | 40 512 | 94 878 CHF | 95 285 CHF | 97,19% | 97,19% |
08/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 47 347 | 47 347 | 106 108 CHF | 106 583 CHF | 94,40% | 94,40% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 40 154 | 40 154 | 94 476 CHF | 94 877 CHF | 94,31% | 94,31% |