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 | 0,46% | 2,21 CHF | 2,22 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 218 286 CHF | 219 278 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 216 835 CHF | 217 826 CHF | 98,89% | 98,89% |
18/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 211 942 CHF | 212 934 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 215 697 CHF | 216 697 CHF | 72,12% | 72,12% |
14/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 217 384 CHF | 218 376 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 220 808 CHF | 221 800 CHF | 99,82% | 99,82% |
12/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 221 107 CHF | 222 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 100 000 | 100 000 | 99 001 | 99 001 | 216 173 CHF | 217 164 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 215 243 CHF | 216 235 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 204 204 CHF | 205 196 CHF | 100,00% | 100,00% |