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% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 581 CHF | 135 192 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 015 CHF | 133 570 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 913 CHF | 128 480 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 378 CHF | 127 969 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,68 CHF | 2,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 588 CHF | 133 122 CHF | 99,52% | 99,52% |
13/11/2024 | 0,46% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 130 852 CHF | 131 453 CHF | 99,32% | 99,32% |
12/11/2024 | 0,44% | 2,76 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 768 CHF | 140 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,88 CHF | 2,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 622 CHF | 145 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,77 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 738 CHF | 140 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,79 CHF | 2,80 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 137 325 CHF | 137 918 CHF | 99,13% | 99,13% |