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 | 0,49% | 1,98 CHF | 1,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 325 CHF | 40 525 CHF | 99,98% | 99,98% |
19/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 489 CHF | 39 689 CHF | 99,80% | 99,80% |
18/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 228 CHF | 40 428 CHF | 99,95% | 99,95% |
15/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 847 CHF | 41 047 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 156 CHF | 41 356 CHF | 99,65% | 99,65% |
13/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 648 CHF | 40 848 CHF | 99,95% | 99,95% |
12/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 42 000 CHF | 42 200 CHF | 99,82% | 99,82% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 42 827 CHF | 43 027 CHF | 99,82% | 99,82% |
08/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 169 CHF | 41 369 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 414 CHF | 41 614 CHF | 99,89% | 99,89% |