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 | 0,43% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 131 CHF | 115 631 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 360 CHF | 110 860 CHF | 99,44% | 99,44% |
18/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 268 CHF | 111 768 CHF | 99,95% | 99,95% |
15/11/2024 | 0,43% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 204 CHF | 115 704 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 013 CHF | 124 513 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 125 CHF | 122 625 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 902 CHF | 124 402 CHF | 99,99% | 99,99% |
11/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 550 CHF | 126 050 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 490 CHF | 120 990 CHF | 99,00% | 99,00% |
07/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 683 CHF | 118 183 CHF | 98,82% | 98,82% |