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 | 0,38% | 2,62 CHF | 2,63 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 178 720 CHF | 262 938 CHF | 99,16% | 99,16% |
19/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 214 570 CHF | 270 906 CHF | 99,17% | 99,17% |
18/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 213 080 CHF | 270 574 CHF | 99,23% | 99,23% |
15/11/2024 | 0,40% | 2,68 CHF | 2,69 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 123 240 CHF | 250 610 CHF | 99,16% | 99,16% |
14/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 007 790 CHF | 224 954 CHF | 99,15% | 99,15% |
13/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 025 970 CHF | 228 993 CHF | 99,16% | 99,16% |
12/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 998 363 CHF | 222 858 CHF | 99,16% | 99,16% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 013 250 CHF | 226 167 CHF | 99,17% | 99,17% |
08/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 052 500 CHF | 234 889 CHF | 99,16% | 99,16% |
07/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 067 980 CHF | 238 329 CHF | 97,98% | 97,98% |