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 | 0,35% | 2,86 CHF | 2,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 157 CHF | 142 657 CHF | 99,44% | 99,44% |
19/11/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 654 CHF | 141 154 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,81 CHF | 2,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 569 CHF | 146 069 CHF | 99,28% | 99,28% |
15/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 521 CHF | 151 021 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 489 CHF | 156 989 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 453 CHF | 150 953 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 459 CHF | 147 959 CHF | 99,80% | 99,80% |
11/11/2024 | 0,37% | 2,85 CHF | 2,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 647 CHF | 137 147 CHF | 99,76% | 99,76% |
08/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 704 CHF | 133 204 CHF | 99,15% | 99,15% |
07/11/2024 | 0,38% | 2,56 CHF | 2,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 617 CHF | 133 117 CHF | 99,96% | 99,96% |