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 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 317 CHF | 104 817 CHF | 99,43% | 99,43% |
19/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 234 CHF | 105 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 532 CHF | 102 032 CHF | 99,27% | 99,27% |
15/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 155 CHF | 97 655 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 517 CHF | 92 017 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 897 CHF | 96 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 637 CHF | 99 137 CHF | 99,78% | 99,78% |
11/11/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 867 CHF | 109 367 CHF | 99,75% | 99,75% |
08/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 013 CHF | 111 513 CHF | 99,15% | 99,15% |
07/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 942 CHF | 112 442 CHF | 100,00% | 100,00% |