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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 96 911 CHF | 97 311 CHF | 99,38% | 99,38% |
20/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 90 057 CHF | 90 457 CHF | 99,39% | 99,39% |
19/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 86 290 CHF | 86 690 CHF | 99,29% | 99,29% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 504 CHF | 43 704 CHF | 99,29% | 99,29% |
15/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 513 CHF | 43 713 CHF | 99,37% | 99,37% |
14/11/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 972 CHF | 42 172 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 715 CHF | 41 915 CHF | 99,36% | 99,36% |
12/11/2024 | 0,45% | 2,08 CHF | 2,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 956 CHF | 44 156 CHF | 99,10% | 99,10% |
11/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 47 201 CHF | 47 401 CHF | 99,31% | 99,31% |
08/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 360 CHF | 43 560 CHF | 99,38% | 99,38% |