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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 354 CHF | 57 604 CHF | 100,00% | 100,00% |
20/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 382 CHF | 56 632 CHF | 99,97% | 99,97% |
19/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 304 CHF | 54 554 CHF | 99,82% | 99,82% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 042 CHF | 56 292 CHF | 99,93% | 99,93% |
15/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 134 CHF | 57 384 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 469 CHF | 56 719 CHF | 99,60% | 99,60% |
13/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 288 CHF | 53 538 CHF | 99,96% | 99,96% |
12/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 642 CHF | 54 892 CHF | 99,77% | 99,77% |
11/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 001 CHF | 55 251 CHF | 99,81% | 99,81% |
08/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 389 CHF | 53 639 CHF | 99,88% | 99,88% |