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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 113 112 CHF | 113 607 CHF | 99,99% | 99,99% |
20/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 116 620 CHF | 117 116 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 526 | 49 526 | 120 591 CHF | 121 087 CHF | 98,94% | 98,94% |
18/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 120 430 CHF | 120 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 072 CHF | 111 572 CHF | 72,18% | 72,18% |
14/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 97 891 CHF | 98 387 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 49 523 | 49 523 | 99 857 CHF | 100 353 CHF | 98,53% | 98,53% |
12/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 49 532 | 49 527 | 96 823 CHF | 97 310 CHF | 99,65% | 99,65% |
11/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 98 542 CHF | 99 038 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 102 844 CHF | 103 339 CHF | 100,00% | 100,00% |