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% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 48 205 | 48 205 | 107 678 CHF | 108 162 CHF | 99,42% | 99,42% |
19/11/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 47 941 | 47 941 | 103 843 CHF | 104 325 CHF | 99,66% | 99,66% |
18/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 49 270 | 49 270 | 112 082 CHF | 112 575 CHF | 99,88% | 99,88% |
15/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 48 953 | 48 953 | 111 109 CHF | 111 600 CHF | 99,45% | 99,45% |
14/11/2024 | 0,47% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 48 941 | 48 941 | 107 394 CHF | 107 885 CHF | 98,58% | 98,58% |
13/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 48 805 | 48 805 | 109 375 CHF | 109 865 CHF | 99,01% | 99,01% |
12/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 48 930 | 48 930 | 109 340 CHF | 109 830 CHF | 99,87% | 99,87% |
11/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 48 877 | 48 877 | 118 782 CHF | 119 272 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 48 653 | 48 653 | 113 790 CHF | 114 282 CHF | 99,06% | 99,06% |
07/11/2024 | 0,43% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 48 330 | 48 330 | 118 357 CHF | 118 842 CHF | 99,71% | 99,71% |