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 | 0,48% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 27 911 | 27 911 | 57 608 CHF | 57 887 CHF | 99,96% | 99,96% |
19/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 46 856 | 46 856 | 90 858 CHF | 91 326 CHF | 99,84% | 99,84% |
18/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 37 035 | 37 034 | 73 423 CHF | 73 793 CHF | 99,91% | 99,91% |
15/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 774 CHF | 51 024 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 114 CHF | 53 364 CHF | 99,63% | 99,63% |
13/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 897 CHF | 52 147 CHF | 99,94% | 99,94% |
12/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 399 CHF | 51 649 CHF | 99,75% | 99,75% |
11/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 710 CHF | 53 960 CHF | 99,82% | 99,82% |
08/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 876 CHF | 51 126 CHF | 99,88% | 99,88% |
07/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 25 862 | 25 865 | 52 578 CHF | 52 842 CHF | 99,90% | 99,90% |