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% | 2,10 CHF | 2,11 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 060 CHF | 43 260 CHF | 99,97% | 99,97% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 167 CHF | 43 367 CHF | 99,79% | 99,79% |
18/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 42 437 CHF | 42 637 CHF | 99,91% | 99,91% |
15/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 447 CHF | 41 647 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 770 CHF | 41 970 CHF | 99,67% | 99,67% |
13/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 470 CHF | 41 670 CHF | 99,94% | 99,94% |
12/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 569 CHF | 43 769 CHF | 99,84% | 99,84% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 45 621 CHF | 45 821 CHF | 99,82% | 99,82% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 45 774 CHF | 45 974 CHF | 99,88% | 99,88% |
07/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 46 435 CHF | 46 635 CHF | 99,91% | 99,91% |