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 | 0,51% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 692 CHF | 123 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 070 CHF | 121 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 033 CHF | 116 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 468 CHF | 116 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 704 CHF | 121 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,49% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 119 161 CHF | 119 597 CHF | 99,32% | 99,32% |
12/11/2024 | 0,43% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 889 CHF | 128 434 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 725 CHF | 133 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 830 CHF | 128 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 125 726 CHF | 126 305 CHF | 99,13% | 99,13% |