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 | 0,41% | 2,43 CHF | 2,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 089 920 CHF | 364 806 CHF | 98,85% | 98,85% |
19/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 088 640 CHF | 364 380 CHF | 98,33% | 98,33% |
18/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 078 430 CHF | 360 977 CHF | 96,51% | 96,51% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 077 040 CHF | 360 512 CHF | 98,30% | 98,30% |
14/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 090 290 CHF | 364 930 CHF | 98,90% | 98,90% |
13/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 092 900 CHF | 365 800 CHF | 86,92% | 86,92% |
12/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 073 760 CHF | 359 421 CHF | 96,31% | 96,31% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 074 210 CHF | 359 571 CHF | 98,90% | 98,90% |
08/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 080 020 CHF | 361 506 CHF | 89,95% | 89,95% |
07/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 058 440 CHF | 354 314 CHF | 98,26% | 98,26% |