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 | 0,36% | 2,77 CHF | 2,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 246 790 CHF | 417 098 CHF | 98,85% | 98,85% |
19/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 245 700 CHF | 416 733 CHF | 98,31% | 98,31% |
18/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 235 760 CHF | 413 420 CHF | 96,70% | 96,70% |
15/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 234 620 CHF | 413 040 CHF | 98,29% | 98,29% |
14/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 247 890 CHF | 417 463 CHF | 98,90% | 98,90% |
13/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 250 460 CHF | 418 319 CHF | 86,91% | 86,91% |
12/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 231 230 CHF | 411 910 CHF | 96,30% | 96,30% |
11/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 231 800 CHF | 412 100 CHF | 98,89% | 98,89% |
08/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 237 770 CHF | 414 089 CHF | 89,97% | 89,97% |
07/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 217 110 CHF | 407 202 CHF | 98,26% | 98,26% |