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 | 0,46% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 374 CHF | 108 874 CHF | 99,39% | 99,39% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 74 675 CHF | 75 025 CHF | 99,25% | 99,25% |
18/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 76 365 CHF | 76 715 CHF | 99,30% | 99,30% |
15/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 80 727 CHF | 81 077 CHF | 99,39% | 99,39% |
14/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 79 406 CHF | 79 756 CHF | 99,37% | 99,37% |
13/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 79 302 CHF | 79 652 CHF | 99,36% | 99,36% |
12/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 81 027 CHF | 81 377 CHF | 99,08% | 99,08% |
11/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 85 142 CHF | 85 492 CHF | 99,27% | 99,27% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 83 441 CHF | 83 791 CHF | 99,39% | 99,39% |
07/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 78 765 CHF | 79 115 CHF | 99,27% | 99,27% |