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 | 0,43% | 2,90 CHF | 2,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 692 CHF | 145 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,89 CHF | 2,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 107 CHF | 143 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,78 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 033 CHF | 138 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,73 CHF | 2,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 468 CHF | 138 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,88 CHF | 2,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 704 CHF | 143 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,41% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 140 889 CHF | 141 466 CHF | 99,32% | 99,32% |
12/11/2024 | 0,42% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 889 CHF | 150 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 3,08 CHF | 3,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 725 CHF | 155 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,98 CHF | 2,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 830 CHF | 150 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 147 156 CHF | 147 735 CHF | 99,13% | 99,13% |