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 | 0,48% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 129 CHF | 127 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 515 CHF | 126 106 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 480 CHF | 121 033 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 942 CHF | 120 538 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 122 CHF | 125 704 CHF | 99,52% | 99,52% |
13/11/2024 | 0,49% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 123 610 CHF | 124 070 CHF | 99,32% | 99,32% |
12/11/2024 | 0,48% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 296 CHF | 132 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,73 CHF | 2,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 159 CHF | 137 762 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,63 CHF | 2,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 269 CHF | 132 856 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 130 081 CHF | 130 689 CHF | 99,13% | 99,13% |