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 | 0,48% | 2,03 CHF | 2,04 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 556 020 CHF | 625 407 CHF | 97,64% | 97,64% |
19/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 550 400 CHF | 623 162 CHF | 90,00% | 90,00% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 585 060 CHF | 637 025 CHF | 93,52% | 93,52% |
15/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 549 990 CHF | 622 996 CHF | 94,12% | 94,12% |
14/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 537 300 CHF | 617 919 CHF | 97,35% | 97,35% |
13/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 529 660 CHF | 614 862 CHF | 94,28% | 94,28% |
12/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 555 360 CHF | 625 145 CHF | 92,67% | 92,67% |
11/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 575 890 CHF | 633 354 CHF | 94,22% | 94,22% |
08/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 557 870 CHF | 626 147 CHF | 92,63% | 92,63% |
07/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 598 650 CHF | 642 461 CHF | 97,76% | 97,76% |