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 | 1,22% | 2,55 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 611 CHF | 124 111 CHF | 99,53% | 99,53% |
19/11/2024 | 1,22% | 2,44 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 041 CHF | 123 541 CHF | 99,55% | 99,55% |
18/11/2024 | 1,30% | 2,28 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 960 CHF | 116 460 CHF | 99,57% | 99,57% |
15/11/2024 | 1,26% | 2,36 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 355 CHF | 119 855 CHF | 98,92% | 98,92% |
14/11/2024 | 1,96% | 2,44 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 684 CHF | 129 184 CHF | 98,73% | 98,73% |
13/11/2024 | 1,10% | 2,73 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 089 CHF | 136 589 CHF | 96,69% | 96,69% |
12/11/2024 | 1,23% | 2,59 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 728 CHF | 123 228 CHF | 99,55% | 99,55% |
11/11/2024 | 1,21% | 2,41 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 715 CHF | 125 215 CHF | 99,57% | 99,57% |
08/11/2024 | 1,19% | 2,56 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 054 CHF | 126 554 CHF | 99,52% | 99,52% |
07/11/2024 | 1,28% | 2,24 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 500 CHF | 118 000 CHF | 99,48% | 99,48% |