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 | 0,44% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 022 CHF | 114 522 CHF | 99,48% | 99,48% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 849 CHF | 107 349 CHF | 94,55% | 94,55% |
18/11/2024 | 0,39% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 204 CHF | 127 704 CHF | 94,29% | 94,29% |
15/11/2024 | 0,46% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 606 CHF | 110 106 CHF | 95,80% | 95,80% |
14/11/2024 | 0,46% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 275 CHF | 109 775 CHF | 98,43% | 98,43% |
13/11/2024 | 0,47% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 44 134 | 44 134 | 94 068 CHF | 94 509 CHF | 90,22% | 90,22% |
12/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 50 314 CHF | 50 564 CHF | 99,11% | 99,11% |
11/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 099 CHF | 52 349 CHF | 98,08% | 98,08% |
08/11/2024 | 0,59% | 1,84 CHF | 1,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 498 CHF | 42 748 CHF | 99,20% | 99,20% |
07/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 959 CHF | 41 209 CHF | 99,22% | 99,22% |