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 | 0,49% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 283 CHF | 102 783 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 833 CHF | 101 333 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 392 CHF | 100 892 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 290 CHF | 98 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 915 CHF | 96 415 CHF | 99,27% | 99,27% |
13/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 94 941 CHF | 95 224 CHF | 99,40% | 99,40% |
12/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 415 CHF | 97 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 488 CHF | 99 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 280 CHF | 97 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 96 739 CHF | 96 735 CHF | 99,05% | 99,05% |