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 | 0,42% | 2,38 CHF | 2,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 190 000 CHF | 239 000 CHF | 99,27% | 99,27% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 189 720 CHF | 238 944 CHF | 99,27% | 99,27% |
18/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 189 770 CHF | 238 955 CHF | 99,27% | 99,27% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 185 000 CHF | 238 000 CHF | 98,71% | 98,71% |
14/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 180 450 CHF | 237 091 CHF | 99,27% | 99,27% |
13/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 185 000 CHF | 238 000 CHF | 99,02% | 99,02% |
12/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 180 400 CHF | 237 080 CHF | 92,98% | 92,98% |
11/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 178 290 CHF | 236 657 CHF | 99,27% | 99,27% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 176 840 CHF | 236 368 CHF | 99,25% | 99,25% |
07/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 174 260 CHF | 235 853 CHF | 1,12% | 1,12% |