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% | 1,96 CHF | 1,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 922 CHF | 50 172 CHF | 99,73% | 99,73% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 075 CHF | 50 325 CHF | 99,82% | 99,82% |
18/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 704 CHF | 51 954 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 049 CHF | 53 299 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 217 CHF | 53 467 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 226 CHF | 52 476 CHF | 99,93% | 99,93% |
12/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 333 CHF | 53 583 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 625 CHF | 55 875 CHF | 99,66% | 99,66% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 367 CHF | 55 617 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 917 CHF | 58 167 CHF | 99,70% | 99,70% |