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 | 0,52% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 581 CHF | 105 129 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 987 CHF | 103 515 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 883 CHF | 98 480 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 378 CHF | 97 969 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 588 CHF | 103 122 CHF | 99,52% | 99,52% |
13/11/2024 | 0,57% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 101 150 CHF | 101 600 CHF | 99,32% | 99,32% |
12/11/2024 | 0,56% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 768 CHF | 110 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 622 CHF | 115 225 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 738 CHF | 110 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 108 700 CHF | 108 696 CHF | 99,13% | 99,13% |