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 | 0,49% | 1,99 CHF | 2,00 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 245 947 CHF | 247 158 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 255 283 CHF | 256 583 CHF | 99,83% | 99,83% |
18/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 255 588 CHF | 256 869 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 120 000 | 120 000 | 122 595 | 122 595 | 248 508 CHF | 249 734 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 129 005 | 129 005 | 258 624 CHF | 259 914 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 120 000 | 120 000 | 126 492 | 126 492 | 252 339 CHF | 253 604 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 122 198 | 122 198 | 247 129 CHF | 248 351 CHF | 99,86% | 99,86% |
11/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 250 708 CHF | 251 908 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 244 853 CHF | 246 053 CHF | 98,88% | 98,88% |
07/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 123 476 | 123 476 | 249 629 CHF | 250 863 CHF | 100,00% | 100,00% |