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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 384 CHF | 119 884 CHF | 100,00% | 100,00% |
22/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 328 CHF | 111 828 CHF | 100,00% | 100,00% |
20/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 362 CHF | 114 862 CHF | 99,73% | 99,73% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 641 CHF | 113 141 CHF | 99,82% | 99,82% |
18/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 897 CHF | 117 397 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 142 CHF | 118 642 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 628 CHF | 115 128 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 146 CHF | 109 646 CHF | 99,94% | 99,94% |
12/11/2024 | 0,45% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 845 CHF | 111 345 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 595 CHF | 119 095 CHF | 99,67% | 99,67% |