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 | 0,45% | 2,16 CHF | 2,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 219 466 CHF | 220 466 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 214 339 CHF | 215 339 CHF | 99,91% | 99,91% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 410 CHF | 109 910 CHF | 99,89% | 99,89% |
15/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 211 CHF | 107 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 332 CHF | 104 832 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 898 CHF | 102 398 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 243 CHF | 105 743 CHF | 99,71% | 99,71% |
11/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 102 CHF | 111 602 CHF | 99,91% | 99,91% |
08/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 180 CHF | 109 680 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 526 CHF | 112 026 CHF | 99,91% | 99,91% |