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 | 0,40% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 492 CHF | 124 992 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 952 CHF | 123 452 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 597 CHF | 123 097 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 435 CHF | 120 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 086 CHF | 118 586 CHF | 99,27% | 99,27% |
13/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 116 977 CHF | 117 208 CHF | 99,40% | 99,40% |
12/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 546 CHF | 120 046 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 848 CHF | 122 348 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 417 CHF | 119 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 118 444 CHF | 118 327 CHF | 99,05% | 99,05% |