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 | 0,46% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 633 CHF | 108 133 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 705 CHF | 107 259 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 643 CHF | 107 202 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 739 CHF | 108 239 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 853 CHF | 108 380 CHF | 99,52% | 99,52% |
13/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 49 763 | 49 704 | 111 990 CHF | 112 363 CHF | 99,32% | 99,32% |
12/11/2024 | 0,52% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 299 CHF | 111 876 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,19 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 379 CHF | 108 912 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 554 CHF | 108 054 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 48 956 | 48 695 | 102 847 CHF | 102 795 CHF | 98,51% | 98,51% |