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 | 0,46% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 339 CHF | 107 839 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 882 CHF | 106 382 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 435 CHF | 105 935 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 420 CHF | 103 920 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 074 CHF | 101 574 CHF | 99,27% | 99,27% |
13/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 100 047 CHF | 100 319 CHF | 99,40% | 99,40% |
12/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 546 CHF | 103 046 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 653 CHF | 105 153 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 417 CHF | 102 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 101 785 CHF | 101 754 CHF | 99,05% | 99,05% |