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 | 0,40% | 2,49 CHF | 2,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 644 CHF | 99 044 CHF | 99,96% | 99,96% |
19/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 99 700 CHF | 100 100 CHF | 99,82% | 99,82% |
18/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 99 635 CHF | 100 035 CHF | 99,95% | 99,95% |
15/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 562 CHF | 98 962 CHF | 99,98% | 99,98% |
14/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 054 CHF | 98 454 CHF | 99,67% | 99,67% |
13/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 100 213 CHF | 100 613 CHF | 99,94% | 99,94% |
12/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 478 CHF | 98 878 CHF | 99,83% | 99,83% |
11/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 95 657 CHF | 96 057 CHF | 99,88% | 99,88% |
08/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 96 480 CHF | 96 880 CHF | 99,88% | 99,88% |
07/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 93 984 CHF | 94 384 CHF | 99,89% | 99,89% |