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 | 0,50% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 315 CHF | 100 815 CHF | 99,46% | 99,46% |
19/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 897 CHF | 99 397 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 639 CHF | 104 139 CHF | 99,29% | 99,29% |
15/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 538 CHF | 109 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 465 CHF | 114 965 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 710 CHF | 109 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 780 CHF | 106 280 CHF | 99,80% | 99,80% |
11/11/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 079 CHF | 95 579 CHF | 99,77% | 99,77% |
08/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 473 CHF | 91 973 CHF | 99,16% | 99,16% |
07/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 265 CHF | 91 765 CHF | 99,96% | 99,96% |