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 | 0,46% | 2,13 CHF | 2,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 073 920 CHF | 1 078 920 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 042 820 CHF | 1 047 820 CHF | 99,64% | 99,64% |
18/11/2024 | 0,51% | 2,10 CHF | 2,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 987 554 CHF | 992 554 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 006 140 CHF | 1 011 140 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 037 030 CHF | 1 042 030 CHF | 99,79% | 99,79% |
13/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 004 710 CHF | 1 009 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 019 040 CHF | 1 024 040 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 044 530 CHF | 1 049 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,18 CHF | 2,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 122 740 CHF | 1 127 740 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 131 650 CHF | 1 136 650 CHF | 100,00% | 100,00% |