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 | 0,40% | 2,50 CHF | 2,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 663 CHF | 126 163 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 558 CHF | 125 058 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 253 CHF | 124 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 547 CHF | 123 047 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 868 CHF | 121 368 CHF | 99,27% | 99,27% |
13/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 49 757 | 49 697 | 120 245 CHF | 120 596 CHF | 99,40% | 99,40% |
12/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 974 CHF | 122 474 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 538 CHF | 124 038 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 806 CHF | 122 306 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 120 421 CHF | 120 286 CHF | 99,05% | 99,05% |