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% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 736 CHF | 133 355 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,65 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 156 CHF | 131 686 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 119 CHF | 126 716 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 538 CHF | 126 133 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,64 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 739 CHF | 131 361 CHF | 99,52% | 99,52% |
13/11/2024 | 0,42% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 129 033 CHF | 129 568 CHF | 99,32% | 99,32% |
12/11/2024 | 0,44% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 934 CHF | 138 548 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,84 CHF | 2,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 762 CHF | 143 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 856 CHF | 138 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 135 542 CHF | 136 077 CHF | 99,13% | 99,13% |