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 | 0,55% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 581 CHF | 112 192 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 987 CHF | 110 570 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 913 CHF | 105 480 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 378 CHF | 104 969 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 588 CHF | 110 122 CHF | 99,52% | 99,52% |
13/11/2024 | 0,53% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 108 117 CHF | 108 559 CHF | 99,32% | 99,32% |
12/11/2024 | 0,53% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 768 CHF | 117 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 622 CHF | 122 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 2,31 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 738 CHF | 117 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 115 555 CHF | 115 515 CHF | 99,13% | 99,13% |