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 | 0,49% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 355 CHF | 118 942 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 686 CHF | 117 297 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 716 CHF | 112 252 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 2,20 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 133 CHF | 111 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 361 CHF | 116 916 CHF | 99,52% | 99,52% |
13/11/2024 | 0,53% | 2,29 CHF | 2,31 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 114 867 CHF | 115 335 CHF | 99,32% | 99,32% |
12/11/2024 | 0,48% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 548 CHF | 124 146 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,55 CHF | 2,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 363 CHF | 128 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 440 CHF | 124 045 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 121 528 CHF | 122 113 CHF | 99,13% | 99,13% |