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% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 717 CHF | 108 217 CHF | 99,38% | 99,38% |
19/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 131 CHF | 55 381 CHF | 99,27% | 99,27% |
18/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 752 CHF | 56 002 CHF | 99,30% | 99,30% |
15/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 088 CHF | 57 338 CHF | 99,39% | 99,39% |
14/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 066 CHF | 57 316 CHF | 99,35% | 99,35% |
13/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 650 CHF | 58 900 CHF | 99,39% | 99,39% |
12/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 028 CHF | 55 278 CHF | 99,10% | 99,10% |
11/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 725 CHF | 52 975 CHF | 99,29% | 99,29% |
08/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 890 CHF | 54 140 CHF | 99,38% | 99,38% |
07/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 832 CHF | 54 082 CHF | 99,28% | 99,28% |