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% | 2,16 CHF | 2,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 080 000 CHF | 217 000 CHF | 99,27% | 99,27% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 079 900 CHF | 216 980 CHF | 99,27% | 99,27% |
18/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 079 800 CHF | 216 961 CHF | 99,27% | 99,27% |
15/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 075 000 CHF | 216 000 CHF | 98,71% | 98,71% |
14/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 070 570 CHF | 215 114 CHF | 99,27% | 99,27% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 075 000 CHF | 216 000 CHF | 99,02% | 99,02% |
12/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 070 750 CHF | 215 151 CHF | 92,98% | 92,98% |
11/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 068 680 CHF | 214 736 CHF | 99,27% | 99,27% |
08/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 066 900 CHF | 214 381 CHF | 99,25% | 99,25% |
07/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 064 520 CHF | 213 904 CHF | 1,12% | 1,12% |