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 | 0,42% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 378 CHF | 118 878 CHF | 99,37% | 99,37% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 243 CHF | 117 743 CHF | 99,30% | 99,30% |
18/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 456 CHF | 112 956 CHF | 99,28% | 99,28% |
15/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 946 CHF | 113 446 CHF | 99,39% | 99,39% |
14/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 544 CHF | 113 044 CHF | 99,35% | 99,35% |
13/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 895 CHF | 112 395 CHF | 99,39% | 99,39% |
12/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 168 CHF | 107 668 CHF | 99,09% | 99,09% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 815 CHF | 106 315 CHF | 99,28% | 99,28% |
08/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 686 CHF | 107 186 CHF | 99,39% | 99,39% |
07/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 011 CHF | 105 511 CHF | 99,27% | 99,27% |