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 | 0,42% | 2,33 CHF | 2,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 175 710 CHF | 1 180 710 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 143 860 CHF | 1 148 860 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,30 CHF | 2,31 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 089 510 CHF | 1 094 510 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 107 670 CHF | 1 112 670 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 139 050 CHF | 1 144 050 CHF | 99,79% | 99,79% |
13/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 105 670 CHF | 1 110 670 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 119 960 CHF | 1 124 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 145 170 CHF | 1 150 170 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 222 590 CHF | 1 227 590 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 232 250 CHF | 1 237 250 CHF | 100,00% | 100,00% |