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 | 1,83% | 2,06 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 526 CHF | 110 526 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 2,18 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 408 CHF | 107 408 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 2,30 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 641 CHF | 113 641 CHF | 98,96% | 98,96% |
15/11/2024 | 1,74% | 2,11 CHF | 2,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 91 036 CHF | 92 636 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 2,52 CHF | 2,56 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 559 CHF | 100 159 CHF | 100,00% | 100,00% |
13/11/2024 | 1,62% | 2,42 CHF | 2,46 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 97 830 CHF | 99 430 CHF | 99,88% | 99,88% |
12/11/2024 | 1,48% | 2,57 CHF | 2,61 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 107 147 CHF | 108 747 CHF | 100,00% | 100,00% |
11/11/2024 | 1,41% | 2,86 CHF | 2,90 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 112 700 CHF | 114 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 2,60 CHF | 2,64 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 103 631 CHF | 105 231 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 2,75 CHF | 2,79 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 108 476 CHF | 110 076 CHF | 99,67% | 99,67% |