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 | 0,86% | 2,26 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 739 CHF | 116 739 CHF | 99,34% | 99,34% |
19/11/2024 | 0,95% | 2,13 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 051 CHF | 106 051 CHF | 98,03% | 98,03% |
18/11/2024 | 0,89% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 346 CHF | 112 346 CHF | 93,61% | 93,61% |
15/11/2024 | 0,80% | 2,35 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 560 CHF | 125 560 CHF | 99,34% | 99,34% |
14/11/2024 | 0,84% | 2,65 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 462 CHF | 120 462 CHF | 98,31% | 98,31% |
13/11/2024 | 0,94% | 2,16 CHF | 2,18 CHF | 50 000 | 50 000 | 44 564 | 44 564 | 94 359 CHF | 95 250 CHF | 97,73% | 97,73% |
12/11/2024 | 1,30% | 1,58 CHF | 1,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 167 CHF | 38 667 CHF | 98,34% | 98,34% |
11/11/2024 | 1,38% | 1,50 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 028 CHF | 36 528 CHF | 99,40% | 99,40% |
08/11/2024 | 1,46% | 1,36 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 929 CHF | 34 429 CHF | 99,28% | 99,28% |
07/11/2024 | 1,53% | 1,35 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 448 CHF | 32 948 CHF | 99,35% | 99,35% |