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% | 2,74 CHF | 2,75 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 382 340 CHF | 1 387 340 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 350 450 CHF | 1 355 450 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,71 CHF | 2,72 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 296 520 CHF | 1 301 520 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 314 950 CHF | 1 319 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 346 780 CHF | 1 351 780 CHF | 99,79% | 99,79% |
13/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 311 740 CHF | 1 316 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 325 800 CHF | 1 330 800 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,61 CHF | 2,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 350 500 CHF | 1 355 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 426 390 CHF | 1 431 390 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 436 130 CHF | 1 441 130 CHF | 100,00% | 100,00% |