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 | 0,65% | 2,93 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 078 CHF | 152 067 CHF | 99,28% | 99,28% |
19/11/2024 | 0,69% | 2,92 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 767 CHF | 144 756 CHF | 98,46% | 98,46% |
18/11/2024 | 0,75% | 2,97 CHF | 2,99 CHF | 50 000 | 50 000 | 43 383 | 43 383 | 128 689 CHF | 129 601 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 3,12 CHF | 3,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 098 CHF | 157 098 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 019 CHF | 158 019 CHF | 99,22% | 99,22% |
13/11/2024 | 0,67% | 3,04 CHF | 3,06 CHF | 50 000 | 50 000 | 49 438 | 49 438 | 148 774 CHF | 149 767 CHF | 97,43% | 97,43% |
12/11/2024 | 0,64% | 2,99 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 889 CHF | 157 899 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 3,27 CHF | 3,29 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 158 415 CHF | 159 403 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 3,11 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 400 CHF | 156 400 CHF | 96,01% | 96,01% |
07/11/2024 | 0,65% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 152 763 CHF | 153 742 CHF | 98,73% | 98,73% |