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% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 309 CHF | 116 849 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 392 CHF | 115 892 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 372 CHF | 115 872 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 497 CHF | 116 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 559 CHF | 117 059 CHF | 99,52% | 99,52% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 763 | 49 704 | 120 647 CHF | 121 006 CHF | 99,32% | 99,32% |
12/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 070 CHF | 120 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 105 CHF | 117 647 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 238 CHF | 116 738 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 48 956 | 48 695 | 111 397 CHF | 111 301 CHF | 98,51% | 98,51% |