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 | 0,55% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 129 CHF | 110 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 515 CHF | 109 107 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 413 CHF | 104 033 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 942 CHF | 103 538 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 122 CHF | 108 704 CHF | 99,52% | 99,52% |
13/11/2024 | 0,57% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 106 690 CHF | 107 171 CHF | 99,32% | 99,32% |
12/11/2024 | 0,55% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 296 CHF | 115 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 159 CHF | 120 762 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 269 CHF | 115 856 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 114 148 CHF | 114 129 CHF | 99,13% | 99,13% |