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 | 0,50% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 942 CHF | 99 442 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 536 CHF | 90 036 CHF | 99,91% | 99,91% |
18/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 112 CHF | 95 612 CHF | 99,91% | 99,91% |
15/11/2024 | 0,50% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 803 CHF | 99 303 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 973 CHF | 105 473 CHF | 99,99% | 99,99% |
13/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 451 CHF | 102 951 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 389 CHF | 125 889 CHF | 99,71% | 99,71% |
11/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 642 CHF | 132 142 CHF | 99,91% | 99,91% |
08/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 288 CHF | 119 788 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 283 CHF | 127 783 CHF | 99,90% | 99,90% |