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 | 0,47% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 527 CHF | 117 081 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 912 CHF | 115 487 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 843 CHF | 110 383 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 356 CHF | 109 878 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 502 CHF | 115 088 CHF | 99,52% | 99,52% |
13/11/2024 | 0,47% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 113 064 CHF | 113 462 CHF | 99,32% | 99,32% |
12/11/2024 | 0,47% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 717 CHF | 122 296 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 557 CHF | 127 159 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,41 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 656 CHF | 122 269 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,42 CHF | 2,44 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 119 761 CHF | 120 295 CHF | 99,13% | 99,13% |