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 | 0,48% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 977 CHF | 104 477 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 274 CHF | 113 774 CHF | 99,90% | 99,90% |
18/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 510 CHF | 109 010 CHF | 99,91% | 99,91% |
15/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 651 CHF | 106 151 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 388 CHF | 99 888 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 081 CHF | 102 581 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 247 CHF | 79 747 CHF | 99,71% | 99,71% |
11/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 456 CHF | 73 956 CHF | 99,90% | 99,90% |
08/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 500 CHF | 87 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 499 CHF | 79 999 CHF | 99,90% | 99,90% |