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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,56% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 145 CHF | 112 771 CHF | 100,00% | 100,00% |
22/11/2024 | 0,51% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 534 CHF | 118 135 CHF | 100,00% | 100,00% |
20/11/2024 | 0,53% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 236 CHF | 108 815 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 607 CHF | 107 186 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 533 CHF | 102 163 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 038 CHF | 101 633 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 239 CHF | 106 829 CHF | 99,52% | 99,52% |
13/11/2024 | 0,59% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 104 803 CHF | 105 294 CHF | 99,32% | 99,32% |
12/11/2024 | 0,54% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 434 CHF | 114 048 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 262 CHF | 118 863 CHF | 100,00% | 100,00% |