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 | 0,54% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 236 CHF | 106 815 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 607 CHF | 105 186 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 533 CHF | 100 163 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 038 CHF | 99 633 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 239 CHF | 104 829 CHF | 99,52% | 99,52% |
13/11/2024 | 0,60% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 102 813 CHF | 103 306 CHF | 99,32% | 99,32% |
12/11/2024 | 0,55% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 434 CHF | 112 048 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 262 CHF | 116 863 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 356 CHF | 111 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 110 336 CHF | 110 341 CHF | 99,13% | 99,13% |