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 | 0,34% | 2,87 CHF | 2,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 305 020 CHF | 436 505 CHF | 99,44% | 99,44% |
19/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 309 850 CHF | 438 115 CHF | 98,95% | 98,95% |
18/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 308 050 CHF | 437 515 CHF | 97,67% | 97,67% |
15/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 306 760 CHF | 437 086 CHF | 99,44% | 99,44% |
14/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 285 430 CHF | 429 977 CHF | 99,44% | 99,44% |
13/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 245 320 CHF | 416 608 CHF | 97,00% | 97,00% |
12/11/2024 | 0,35% | 2,76 CHF | 2,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 272 200 CHF | 425 567 CHF | 96,84% | 96,84% |
11/11/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 306 050 CHF | 436 849 CHF | 99,47% | 99,47% |
08/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 317 780 CHF | 440 759 CHF | 90,60% | 90,60% |
07/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 349 030 CHF | 451 178 CHF | 98,71% | 98,71% |