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 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 283 CHF | 113 783 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 833 CHF | 112 333 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 392 CHF | 111 892 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 290 CHF | 109 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 915 CHF | 107 415 CHF | 99,27% | 99,27% |
13/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 105 842 CHF | 106 100 CHF | 99,40% | 99,40% |
12/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 415 CHF | 108 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 614 CHF | 111 114 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 280 CHF | 108 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 107 518 CHF | 107 459 CHF | 99,05% | 99,05% |