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 | 0,46% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 355 CHF | 120 913 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 686 CHF | 119 244 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 663 CHF | 114 252 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 133 CHF | 113 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,39 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 329 CHF | 118 916 CHF | 99,52% | 99,52% |
13/11/2024 | 0,46% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 116 858 CHF | 117 258 CHF | 99,32% | 99,32% |
12/11/2024 | 0,48% | 2,47 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 548 CHF | 126 146 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,59 CHF | 2,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 363 CHF | 130 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 440 CHF | 126 045 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,50 CHF | 2,51 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 123 476 CHF | 123 999 CHF | 99,13% | 99,13% |