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 | 0,51% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 013 CHF | 104 547 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 083 CHF | 103 583 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 083 CHF | 103 583 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,08 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 113 CHF | 104 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 287 CHF | 104 787 CHF | 99,52% | 99,52% |
13/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 49 763 | 49 704 | 108 389 CHF | 108 764 CHF | 99,32% | 99,32% |
12/11/2024 | 0,53% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 701 CHF | 108 269 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 783 CHF | 105 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 855 CHF | 104 423 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 48 956 | 48 695 | 99 326 CHF | 99 291 CHF | 98,51% | 98,51% |