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 | 0,38% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 403 CHF | 130 903 CHF | 99,46% | 99,46% |
19/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 896 CHF | 129 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 783 CHF | 134 283 CHF | 99,30% | 99,30% |
15/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 722 CHF | 139 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 663 CHF | 145 163 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 710 CHF | 139 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 744 CHF | 136 244 CHF | 99,82% | 99,82% |
11/11/2024 | 0,40% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 963 CHF | 125 463 CHF | 99,77% | 99,77% |
08/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 111 CHF | 121 611 CHF | 99,17% | 99,17% |
07/11/2024 | 0,41% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 995 CHF | 121 495 CHF | 99,96% | 99,96% |