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 | 0,39% | 2,55 CHF | 2,56 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 123 408 CHF | 123 888 CHF | 99,48% | 99,48% |
19/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 121 914 CHF | 122 394 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 117 546 CHF | 118 026 CHF | 99,88% | 99,88% |
15/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 966 CHF | 117 466 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 935 CHF | 113 435 CHF | 98,57% | 98,57% |
13/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 137 CHF | 115 637 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 548 CHF | 117 048 CHF | 99,88% | 99,88% |
11/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 116 455 CHF | 116 935 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 872 CHF | 110 372 CHF | 98,29% | 98,29% |
07/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 739 CHF | 113 239 CHF | 100,00% | 100,00% |