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 | 0,40% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 594 CHF | 124 094 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 160 CHF | 114 660 CHF | 99,90% | 99,90% |
18/11/2024 | 0,42% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 818 CHF | 120 318 CHF | 99,91% | 99,91% |
15/11/2024 | 0,40% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 551 CHF | 124 051 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 682 CHF | 130 182 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 162 CHF | 127 662 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,68 CHF | 2,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 076 CHF | 150 576 CHF | 99,70% | 99,70% |
11/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 355 CHF | 156 855 CHF | 99,91% | 99,91% |
08/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 023 CHF | 144 523 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 115 CHF | 152 615 CHF | 99,90% | 99,90% |