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 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 335 CHF | 121 835 CHF | 99,45% | 99,45% |
19/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 857 CHF | 120 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 697 CHF | 125 197 CHF | 99,29% | 99,29% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 630 CHF | 130 130 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 561 CHF | 136 061 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 677 CHF | 130 177 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 713 CHF | 127 213 CHF | 99,82% | 99,82% |
11/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 958 CHF | 116 458 CHF | 99,77% | 99,77% |
08/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 182 CHF | 112 682 CHF | 99,10% | 99,10% |
07/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 035 CHF | 112 535 CHF | 99,96% | 99,96% |