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 | 0,45% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 668 CHF | 110 168 CHF | 99,46% | 99,46% |
19/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 567 CHF | 111 067 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 377 CHF | 107 878 CHF | 99,30% | 99,30% |
15/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 015 CHF | 103 515 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 372 CHF | 97 872 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 49 981 | 101 703 CHF | 102 163 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 447 CHF | 104 947 CHF | 99,82% | 99,82% |
11/11/2024 | 0,44% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 49 982 | 50 000 | 114 624 CHF | 115 166 CHF | 99,78% | 99,78% |
08/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 49 991 | 116 758 CHF | 117 238 CHF | 99,17% | 99,17% |
07/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 683 CHF | 118 183 CHF | 99,96% | 99,96% |