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 | 1,20% | 2,49 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 058 CHF | 125 558 CHF | 99,98% | 99,98% |
19/11/2024 | 1,18% | 2,52 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 908 CHF | 128 408 CHF | 99,85% | 99,85% |
18/11/2024 | 1,18% | 2,51 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 126 466 CHF | 127 966 CHF | 99,91% | 99,91% |
15/11/2024 | 1,20% | 2,54 CHF | 2,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 201 CHF | 125 701 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 2,43 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 342 CHF | 122 842 CHF | 99,65% | 99,65% |
13/11/2024 | 1,25% | 2,42 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 659 CHF | 121 159 CHF | 99,96% | 99,96% |
12/11/2024 | 1,26% | 2,38 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 630 CHF | 120 130 CHF | 99,84% | 99,84% |
11/11/2024 | 1,30% | 2,31 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 053 CHF | 116 553 CHF | 99,83% | 99,83% |
08/11/2024 | 1,29% | 2,34 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 579 CHF | 117 079 CHF | 99,87% | 99,87% |
07/11/2024 | 1,33% | 2,28 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 293 CHF | 113 793 CHF | 99,90% | 99,90% |