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% | 2,40 CHF | 2,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 442 890 CHF | 482 964 CHF | 99,03% | 99,03% |
19/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 436 080 CHF | 480 692 CHF | 99,37% | 99,37% |
18/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 426 960 CHF | 477 652 CHF | 97,64% | 97,64% |
15/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 408 350 CHF | 471 450 CHF | 98,89% | 98,89% |
14/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 410 120 CHF | 472 040 CHF | 99,37% | 99,37% |
13/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 378 630 CHF | 461 543 CHF | 93,58% | 93,58% |
12/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 378 160 CHF | 461 388 CHF | 96,81% | 96,81% |
11/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 334 540 CHF | 446 845 CHF | 99,35% | 99,35% |
08/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 326 670 CHF | 444 222 CHF | 99,31% | 99,31% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 299 950 CHF | 435 317 CHF | 98,68% | 98,68% |