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 | 0,41% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 403 CHF | 120 903 CHF | 99,95% | 99,95% |
19/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 513 CHF | 121 013 CHF | 94,14% | 94,14% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 293 CHF | 118 793 CHF | 99,90% | 99,90% |
15/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 710 CHF | 118 210 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 947 CHF | 116 447 CHF | 99,70% | 99,70% |
13/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 680 CHF | 115 180 CHF | 99,50% | 99,50% |
12/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 758 CHF | 113 258 CHF | 99,83% | 99,83% |
11/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 987 CHF | 113 487 CHF | 98,27% | 98,27% |
08/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 879 CHF | 116 379 CHF | 99,88% | 99,88% |
07/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 962 CHF | 118 462 CHF | 99,91% | 99,91% |