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 | 0,47% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 212 775 CHF | 213 766 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 211 300 CHF | 212 292 CHF | 98,89% | 98,89% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 206 618 CHF | 207 610 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 210 142 CHF | 211 142 CHF | 71,73% | 71,73% |
14/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 211 898 CHF | 212 890 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 215 267 CHF | 216 259 CHF | 99,80% | 99,80% |
12/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 215 638 CHF | 216 630 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 99 004 | 99 004 | 210 647 CHF | 211 638 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 209 804 CHF | 210 795 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 198 709 CHF | 199 700 CHF | 100,00% | 100,00% |