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 | 0,35% | 2,86 CHF | 2,87 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 733 490 CHF | 724 786 CHF | 97,61% | 97,61% |
19/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 710 570 CHF | 715 238 CHF | 89,96% | 89,96% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 705 940 CHF | 713 309 CHF | 94,70% | 94,70% |
15/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 716 990 CHF | 717 914 CHF | 97,22% | 97,22% |
14/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 735 270 CHF | 725 529 CHF | 98,85% | 98,85% |
13/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 635 490 CHF | 683 953 CHF | 95,97% | 95,97% |
12/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 684 290 CHF | 704 288 CHF | 95,00% | 95,00% |
11/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 719 960 CHF | 719 148 CHF | 94,70% | 94,70% |
08/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 695 460 CHF | 708 942 CHF | 90,67% | 90,67% |
07/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 677 280 CHF | 701 365 CHF | 98,00% | 98,00% |