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 | 0,44% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 692 CHF | 124 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 070 CHF | 122 606 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 980 CHF | 117 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 468 CHF | 117 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 622 CHF | 122 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,51% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 120 126 CHF | 120 591 CHF | 99,32% | 99,32% |
12/11/2024 | 0,49% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 889 CHF | 129 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 725 CHF | 134 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,56 CHF | 2,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 830 CHF | 129 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 126 701 CHF | 127 279 CHF | 99,13% | 99,13% |