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 | 0,69% | 2,75 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 060 CHF | 143 049 CHF | 99,28% | 99,28% |
19/11/2024 | 0,73% | 2,74 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 855 CHF | 135 846 CHF | 98,46% | 98,46% |
18/11/2024 | 0,79% | 2,79 CHF | 2,81 CHF | 50 000 | 50 000 | 43 383 | 43 383 | 120 858 CHF | 121 770 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 2,94 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 956 CHF | 147 956 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 2,98 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 854 CHF | 148 854 CHF | 99,22% | 99,22% |
13/11/2024 | 0,71% | 2,86 CHF | 2,88 CHF | 50 000 | 50 000 | 49 438 | 49 438 | 139 806 CHF | 140 799 CHF | 97,43% | 97,43% |
12/11/2024 | 0,68% | 2,81 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 744 CHF | 148 752 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 3,09 CHF | 3,11 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 149 437 CHF | 150 425 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 2,93 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 283 CHF | 147 283 CHF | 96,01% | 96,01% |
07/11/2024 | 0,69% | 2,98 CHF | 3,00 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 143 899 CHF | 144 879 CHF | 98,73% | 98,73% |