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% | 2,10 CHF | 2,11 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 316 289 CHF | 105 930 CHF | 98,93% | 98,93% |
19/11/2024 | 0,46% | 2,12 CHF | 2,13 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 323 127 CHF | 108 209 CHF | 98,90% | 98,90% |
18/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 331 562 CHF | 111 021 CHF | 97,02% | 97,02% |
15/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 337 513 CHF | 113 004 CHF | 99,37% | 99,37% |
14/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 331 060 CHF | 110 853 CHF | 99,37% | 99,37% |
13/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 317 749 CHF | 106 416 CHF | 96,85% | 96,85% |
12/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 308 653 CHF | 103 384 CHF | 96,79% | 96,79% |
11/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 297 930 CHF | 99 810 CHF | 98,87% | 98,87% |
08/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 297 646 CHF | 99 715 CHF | 93,76% | 93,76% |
07/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 304 722 CHF | 102 074 CHF | 98,69% | 98,69% |