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 | 0,45% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 811 CHF | 110 311 CHF | 99,43% | 99,43% |
19/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 368 CHF | 108 868 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 153 CHF | 113 653 CHF | 99,27% | 99,27% |
15/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 068 CHF | 118 568 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 999 CHF | 124 499 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 186 CHF | 118 686 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 240 CHF | 115 740 CHF | 99,80% | 99,80% |
11/11/2024 | 0,48% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 515 CHF | 105 015 CHF | 99,75% | 99,75% |
08/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 842 CHF | 101 342 CHF | 99,15% | 99,15% |
07/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 642 CHF | 101 142 CHF | 99,96% | 99,96% |