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 | 0,87% | 2,56 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 121 CHF | 132 266 CHF | 99,64% | 99,64% |
19/11/2024 | 0,98% | 2,39 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 963 CHF | 119 128 CHF | 96,66% | 96,66% |
18/11/2024 | 1,10% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 45 589 | 44 486 | 109 053 CHF | 107 527 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 2,41 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 421 CHF | 123 583 CHF | 97,65% | 97,65% |
14/11/2024 | 0,92% | 2,49 CHF | 2,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 041 CHF | 126 197 CHF | 99,42% | 99,42% |
13/11/2024 | 0,91% | 2,54 CHF | 2,57 CHF | 50 000 | 50 000 | 49 435 | 49 435 | 126 610 CHF | 127 761 CHF | 98,22% | 98,22% |
12/11/2024 | 0,88% | 2,56 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 667 CHF | 134 847 CHF | 99,54% | 99,54% |
11/11/2024 | 0,84% | 2,78 CHF | 2,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 931 CHF | 140 100 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 2,66 CHF | 2,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 262 CHF | 132 425 CHF | 96,69% | 96,69% |
07/11/2024 | 0,92% | 2,65 CHF | 2,67 CHF | 50 000 | 50 000 | 48 702 | 48 702 | 129 281 CHF | 130 457 CHF | 99,02% | 99,02% |