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 | 0,44% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 941 CHF | 114 441 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 577 CHF | 105 077 CHF | 99,91% | 99,91% |
18/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 165 CHF | 110 665 CHF | 99,90% | 99,90% |
15/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 859 CHF | 114 359 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 968 CHF | 120 468 CHF | 99,99% | 99,99% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 462 CHF | 117 962 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 242 CHF | 140 742 CHF | 99,71% | 99,71% |
11/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 475 CHF | 146 975 CHF | 99,91% | 99,91% |
08/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 222 CHF | 134 722 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 220 CHF | 142 720 CHF | 99,90% | 99,90% |