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 | 0,39% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 624 CHF | 129 124 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 131 CHF | 127 631 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 740 CHF | 127 240 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 538 CHF | 125 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 192 CHF | 122 692 CHF | 99,27% | 99,27% |
13/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 121 064 CHF | 121 286 CHF | 99,40% | 99,40% |
12/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 740 CHF | 124 240 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 883 CHF | 126 383 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 621 CHF | 124 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 48 746 | 48 746 | 121 907 CHF | 122 407 CHF | 99,05% | 99,05% |