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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,91% | 2,63 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 511 CHF | 133 717 CHF | 93,70% | 93,70% |
22/11/2024 | 0,88% | 2,65 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 698 CHF | 132 868 CHF | 99,88% | 99,88% |
20/11/2024 | 0,87% | 2,59 CHF | 2,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 447 CHF | 133 610 CHF | 99,64% | 99,64% |
19/11/2024 | 0,96% | 2,42 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 635 CHF | 120 795 CHF | 96,67% | 96,67% |
18/11/2024 | 1,10% | 2,45 CHF | 2,48 CHF | 50 000 | 50 000 | 45 589 | 44 486 | 110 398 CHF | 108 861 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 2,44 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 940 CHF | 125 108 CHF | 97,65% | 97,65% |
14/11/2024 | 0,91% | 2,52 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 565 CHF | 127 716 CHF | 99,42% | 99,42% |
13/11/2024 | 0,93% | 2,57 CHF | 2,60 CHF | 50 000 | 50 000 | 49 435 | 49 435 | 127 959 CHF | 129 147 CHF | 98,22% | 98,22% |
12/11/2024 | 0,88% | 2,58 CHF | 2,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 844 CHF | 136 038 CHF | 99,54% | 99,54% |
11/11/2024 | 0,83% | 2,80 CHF | 2,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 956 CHF | 141 128 CHF | 100,00% | 100,00% |