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 | 0,39% | 2,56 CHF | 2,57 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 290 830 CHF | 1 295 830 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 259 080 CHF | 1 264 080 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,53 CHF | 2,54 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 204 830 CHF | 1 209 830 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 223 510 CHF | 1 228 510 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 254 660 CHF | 1 259 660 CHF | 99,91% | 99,91% |
13/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 220 890 CHF | 1 225 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 234 560 CHF | 1 239 560 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 259 990 CHF | 1 264 990 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,61 CHF | 2,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 336 150 CHF | 1 341 150 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 346 060 CHF | 1 351 060 CHF | 100,00% | 100,00% |