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% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 813 CHF | 100 313 CHF | 99,50% | 99,50% |
19/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 208 CHF | 105 708 CHF | 98,33% | 98,33% |
18/11/2024 | 0,50% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 747 CHF | 101 247 CHF | 99,26% | 99,26% |
15/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 845 CHF | 102 345 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 379 CHF | 103 879 CHF | 99,45% | 99,45% |
13/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 45 624 | 45 624 | 87 275 CHF | 87 731 CHF | 94,45% | 94,45% |
12/11/2024 | 0,48% | 1,96 CHF | 1,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 704 CHF | 51 954 CHF | 98,17% | 98,17% |
11/11/2024 | 0,51% | 2,12 CHF | 2,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 637 CHF | 48 887 CHF | 98,32% | 98,32% |
08/11/2024 | 0,56% | 1,86 CHF | 1,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 487 CHF | 44 737 CHF | 99,43% | 99,43% |
07/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 939 CHF | 45 189 CHF | 98,65% | 98,65% |