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 | 0,50% | 1,97 CHF | 1,98 CHF | 130 000 | 130 000 | 121 130 | 121 130 | 243 071 CHF | 244 283 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 252 144 CHF | 253 444 CHF | 99,91% | 99,91% |
18/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 130 000 | 130 000 | 128 133 | 128 133 | 252 471 CHF | 253 752 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 120 000 | 120 000 | 122 594 | 122 594 | 245 530 CHF | 246 756 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 130 000 | 130 000 | 129 010 | 129 010 | 255 611 CHF | 256 901 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 120 000 | 120 000 | 126 488 | 126 488 | 249 356 CHF | 250 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 130 000 | 130 000 | 122 199 | 122 199 | 244 223 CHF | 245 445 CHF | 99,93% | 99,93% |
11/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 248 006 CHF | 249 206 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 242 141 CHF | 243 341 CHF | 98,97% | 98,97% |
07/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 130 000 | 130 000 | 123 478 | 123 478 | 246 663 CHF | 247 898 CHF | 100,00% | 100,00% |