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 | 0,50% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 185 340 CHF | 397 114 CHF | 99,03% | 99,03% |
19/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 179 010 CHF | 395 005 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 169 000 CHF | 391 666 CHF | 97,65% | 97,65% |
15/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 149 850 CHF | 385 284 CHF | 98,90% | 98,90% |
14/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 151 550 CHF | 385 850 CHF | 99,37% | 99,37% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 121 730 CHF | 375 909 CHF | 93,59% | 93,59% |
12/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 121 760 CHF | 375 919 CHF | 96,78% | 96,78% |
11/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 079 030 CHF | 361 677 CHF | 99,35% | 99,35% |
08/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 073 030 CHF | 359 676 CHF | 99,35% | 99,35% |
07/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 044 850 CHF | 350 285 CHF | 98,69% | 98,69% |