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 | 0,43% | 2,31 CHF | 2,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 164 930 CHF | 233 986 CHF | 99,27% | 99,27% |
19/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 150 140 CHF | 231 029 CHF | 99,27% | 99,27% |
18/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 146 740 CHF | 230 349 CHF | 99,27% | 99,27% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 124 300 CHF | 225 860 CHF | 99,27% | 99,27% |
14/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 101 660 CHF | 221 331 CHF | 99,27% | 99,27% |
13/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 101 310 CHF | 221 263 CHF | 99,27% | 99,27% |
12/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 116 920 CHF | 224 385 CHF | 99,25% | 99,25% |
11/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 138 500 CHF | 228 699 CHF | 99,27% | 99,27% |
08/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 115 170 CHF | 224 033 CHF | 99,25% | 99,25% |
07/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 150 000 CHF | 231 000 CHF | 1,12% | 1,12% |