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 | 0,44% | 2,32 CHF | 2,33 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 229 034 CHF | 115 017 CHF | 98,56% | 98,56% |
19/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 219 837 CHF | 110 418 CHF | 97,18% | 97,18% |
18/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 213 374 CHF | 107 187 CHF | 95,60% | 95,60% |
15/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 212 491 CHF | 106 745 CHF | 95,85% | 95,85% |
14/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 214 990 CHF | 107 995 CHF | 98,70% | 98,70% |
13/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 214 519 CHF | 107 760 CHF | 95,50% | 95,50% |
12/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 205 896 CHF | 103 448 CHF | 96,54% | 96,54% |
11/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 207 434 CHF | 104 217 CHF | 97,96% | 97,96% |
08/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 207 398 CHF | 104 199 CHF | 93,03% | 93,03% |
07/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 204 489 CHF | 102 744 CHF | 97,68% | 97,68% |