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 | 0,57% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 109 395 CHF | 110 013 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 922 CHF | 111 422 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 360 CHF | 109 860 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 247 CHF | 107 747 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 955 CHF | 108 455 CHF | 99,27% | 99,27% |
13/11/2024 | 0,59% | 2,14 CHF | 2,16 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 106 287 CHF | 106 536 CHF | 99,40% | 99,40% |
12/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 723 CHF | 112 223 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 005 CHF | 116 536 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 340 CHF | 116 840 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 112 834 CHF | 113 443 CHF | 99,06% | 99,06% |