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% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 49 505 | 49 505 | 108 308 CHF | 108 804 CHF | 98,55% | 98,55% |
19/11/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 49 437 | 49 437 | 102 347 CHF | 102 842 CHF | 97,69% | 97,69% |
18/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 49 996 | 49 996 | 117 409 CHF | 117 909 CHF | 99,88% | 99,88% |
15/11/2024 | 0,40% | 2,38 CHF | 2,39 CHF | 40 000 | 40 000 | 39 945 | 39 945 | 99 073 CHF | 99 472 CHF | 98,81% | 98,81% |
14/11/2024 | 0,41% | 2,59 CHF | 2,60 CHF | 40 000 | 40 000 | 39 948 | 39 948 | 98 607 CHF | 99 007 CHF | 98,28% | 98,28% |
13/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 48 174 | 48 174 | 114 511 CHF | 114 993 CHF | 99,18% | 99,18% |
12/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 47 717 | 47 717 | 114 103 CHF | 114 581 CHF | 99,50% | 99,50% |
11/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 855 | 49 855 | 117 618 CHF | 118 117 CHF | 99,83% | 99,83% |
08/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 49 689 | 49 689 | 112 805 CHF | 113 305 CHF | 98,32% | 98,32% |
07/11/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 49 636 | 49 636 | 118 149 CHF | 118 645 CHF | 99,77% | 99,77% |