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 | 0,47% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 692 CHF | 115 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 070 CHF | 113 606 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 980 CHF | 108 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 468 CHF | 108 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 622 CHF | 113 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,52% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 111 199 CHF | 111 644 CHF | 99,32% | 99,32% |
12/11/2024 | 0,52% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 889 CHF | 120 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 725 CHF | 125 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 830 CHF | 120 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 2,39 CHF | 2,40 CHF | 50 000 | 50 000 | 48 759 | 48 703 | 118 073 CHF | 118 544 CHF | 99,13% | 99,13% |