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 | 0,64% | 2,26 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 452 CHF | 111 161 CHF | 14,13% | 100,00% |
19/11/2024 | 0,56% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 555 CHF | 111 178 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 2,19 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 532 CHF | 111 142 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 855 CHF | 112 536 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 970 CHF | 112 652 CHF | 99,52% | 99,52% |
13/11/2024 | 0,53% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 49 554 | 49 383 | 116 802 CHF | 117 017 CHF | 99,32% | 99,32% |
12/11/2024 | 0,59% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 333 CHF | 117 019 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 695 CHF | 113 321 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 502 CHF | 112 258 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 2,20 CHF | 2,22 CHF | 50 000 | 50 000 | 48 956 | 48 434 | 106 245 CHF | 105 713 CHF | 98,51% | 98,51% |