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 | 0,79% | 2,40 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 516 CHF | 125 506 CHF | 99,28% | 99,28% |
19/11/2024 | 0,63% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 573 CHF | 118 317 CHF | 98,46% | 98,46% |
18/11/2024 | 0,91% | 2,44 CHF | 2,46 CHF | 50 000 | 50 000 | 45 589 | 43 383 | 110 993 CHF | 106 533 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 2,58 CHF | 2,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 126 CHF | 130 126 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 2,62 CHF | 2,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 954 CHF | 130 954 CHF | 99,22% | 99,22% |
13/11/2024 | 0,81% | 2,51 CHF | 2,53 CHF | 50 000 | 50 000 | 49 550 | 49 438 | 122 620 CHF | 123 334 CHF | 97,43% | 97,43% |
12/11/2024 | 0,78% | 2,46 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 888 CHF | 130 898 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 2,73 CHF | 2,75 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 131 881 CHF | 132 869 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 2,57 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 493 CHF | 129 493 CHF | 96,01% | 96,01% |
07/11/2024 | 0,78% | 2,62 CHF | 2,64 CHF | 50 000 | 50 000 | 48 438 | 48 436 | 126 597 CHF | 127 572 CHF | 98,73% | 98,73% |