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% | 2,89 CHF | 2,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 735 800 CHF | 580 599 CHF | 99,02% | 99,02% |
19/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 726 890 CHF | 577 630 CHF | 99,38% | 99,38% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 720 550 CHF | 575 516 CHF | 97,50% | 97,50% |
15/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 702 110 CHF | 569 369 CHF | 98,90% | 98,90% |
14/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 704 480 CHF | 570 161 CHF | 99,37% | 99,37% |
13/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 670 460 CHF | 558 820 CHF | 93,59% | 93,59% |
12/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 669 520 CHF | 558 507 CHF | 96,92% | 96,92% |
11/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 625 690 CHF | 543 896 CHF | 99,34% | 99,34% |
08/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 615 090 CHF | 540 362 CHF | 99,35% | 99,35% |
07/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 588 750 CHF | 531 582 CHF | 98,70% | 98,70% |