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% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 889 CHF | 109 389 CHF | 99,73% | 99,73% |
19/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 202 CHF | 107 702 CHF | 99,85% | 99,85% |
18/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 194 CHF | 109 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 379 CHF | 112 879 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 768 CHF | 111 268 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 461 CHF | 107 961 CHF | 99,94% | 99,94% |
12/11/2024 | 0,44% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 952 CHF | 113 452 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 796 CHF | 113 296 CHF | 99,65% | 99,65% |
08/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 008 CHF | 109 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 621 CHF | 111 121 CHF | 99,70% | 99,70% |