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 | 0,54% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 129 CHF | 113 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 515 CHF | 112 106 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 480 CHF | 107 033 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 942 CHF | 106 538 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 122 CHF | 111 704 CHF | 99,52% | 99,52% |
13/11/2024 | 0,56% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 109 676 CHF | 110 153 CHF | 99,32% | 99,32% |
12/11/2024 | 0,54% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 296 CHF | 118 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 159 CHF | 123 762 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 269 CHF | 118 856 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 48 940 | 48 703 | 117 029 CHF | 117 052 CHF | 99,13% | 99,13% |