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% | 2,63 CHF | 2,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 997 CHF | 131 527 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,61 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 367 CHF | 129 912 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,50 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 301 CHF | 124 883 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 765 CHF | 124 356 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 940 CHF | 129 526 CHF | 99,52% | 99,52% |
13/11/2024 | 0,44% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 127 295 CHF | 127 848 CHF | 99,32% | 99,32% |
12/11/2024 | 0,42% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 197 CHF | 136 769 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,81 CHF | 2,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 032 CHF | 141 622 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 114 CHF | 136 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,71 CHF | 2,72 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 133 787 CHF | 134 387 CHF | 99,13% | 99,13% |