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 | 0,34% | 2,89 CHF | 2,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 455 330 CHF | 292 067 CHF | 99,27% | 99,27% |
19/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 441 350 CHF | 289 269 CHF | 99,27% | 99,27% |
18/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 437 430 CHF | 288 487 CHF | 99,27% | 99,27% |
15/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 414 830 CHF | 283 965 CHF | 99,27% | 99,27% |
14/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 391 660 CHF | 279 331 CHF | 99,27% | 99,27% |
13/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 391 310 CHF | 279 263 CHF | 99,27% | 99,27% |
12/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 407 390 CHF | 282 479 CHF | 99,25% | 99,25% |
11/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 428 840 CHF | 286 769 CHF | 99,27% | 99,27% |
08/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 405 170 CHF | 282 033 CHF | 99,26% | 99,26% |
07/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 440 000 CHF | 289 000 CHF | 1,12% | 1,12% |