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 | 0,46% | 2,12 CHF | 2,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 893 CHF | 54 143 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 653 CHF | 51 903 CHF | 99,24% | 99,24% |
18/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 577 CHF | 55 827 CHF | 99,26% | 99,26% |
15/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 678 CHF | 55 928 CHF | 99,39% | 99,39% |
14/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 405 CHF | 54 655 CHF | 99,35% | 99,35% |
13/11/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 25 000 | 25 000 | 29 362 | 29 362 | 60 538 CHF | 60 832 CHF | 99,37% | 99,37% |
12/11/2024 | 0,60% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 416 CHF | 83 916 CHF | 99,03% | 99,03% |
11/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 541 CHF | 84 041 CHF | 99,22% | 99,22% |
08/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 781 CHF | 76 281 CHF | 99,38% | 99,38% |
07/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 652 CHF | 73 152 CHF | 99,26% | 99,26% |