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 | 0,53% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 692 CHF | 118 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 107 CHF | 116 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 033 CHF | 111 663 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 468 CHF | 111 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 704 CHF | 116 329 CHF | 99,52% | 99,52% |
13/11/2024 | 0,53% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 114 185 CHF | 114 657 CHF | 99,32% | 99,32% |
12/11/2024 | 0,51% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 889 CHF | 123 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 725 CHF | 128 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 830 CHF | 123 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 120 856 CHF | 121 466 CHF | 99,13% | 99,13% |