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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,36% | 2,67 CHF | 2,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 231 340 CHF | 411 947 CHF | 99,44% | 99,44% |
22/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 236 910 CHF | 413 803 CHF | 99,43% | 99,43% |
20/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 204 540 CHF | 403 014 CHF | 99,44% | 99,44% |
19/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 209 520 CHF | 404 675 CHF | 98,94% | 98,94% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 207 420 CHF | 403 975 CHF | 97,67% | 97,67% |
15/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 205 960 CHF | 403 487 CHF | 99,44% | 99,44% |
14/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 184 820 CHF | 396 439 CHF | 99,44% | 99,44% |
13/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 144 770 CHF | 383 091 CHF | 96,93% | 96,93% |
12/11/2024 | 0,38% | 2,53 CHF | 2,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 171 750 CHF | 392 084 CHF | 96,91% | 96,91% |
11/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 205 320 CHF | 403 274 CHF | 99,47% | 99,47% |