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 | 0,44% | 2,78 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 736 CHF | 139 355 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,77 CHF | 2,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 106 CHF | 137 686 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 119 CHF | 132 663 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 538 CHF | 132 133 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,76 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 739 CHF | 137 329 CHF | 99,52% | 99,52% |
13/11/2024 | 0,40% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 134 998 CHF | 135 532 CHF | 99,32% | 99,32% |
12/11/2024 | 0,43% | 2,84 CHF | 2,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 934 CHF | 144 548 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 762 CHF | 149 363 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,86 CHF | 2,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 856 CHF | 144 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 141 387 CHF | 141 921 CHF | 99,13% | 99,13% |