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% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 708 CHF | 106 208 CHF | 99,97% | 99,97% |
19/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 251 CHF | 104 751 CHF | 99,83% | 99,83% |
18/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 357 CHF | 107 857 CHF | 99,91% | 99,91% |
15/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 657 CHF | 109 157 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 819 CHF | 105 319 CHF | 99,66% | 99,66% |
13/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 365 CHF | 103 865 CHF | 99,96% | 99,96% |
12/11/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 682 CHF | 108 182 CHF | 99,82% | 99,82% |
11/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 332 CHF | 110 832 CHF | 99,79% | 99,79% |
08/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 789 CHF | 107 289 CHF | 99,88% | 99,88% |
07/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 687 CHF | 104 187 CHF | 99,89% | 99,89% |