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 | 0,49% | 2,04 CHF | 2,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 020 150 CHF | 205 030 CHF | 99,27% | 99,27% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 019 680 CHF | 204 935 CHF | 99,27% | 99,27% |
18/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 019 460 CHF | 204 891 CHF | 99,27% | 99,27% |
15/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 014 620 CHF | 203 925 CHF | 98,71% | 98,71% |
14/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 010 000 CHF | 203 000 CHF | 99,27% | 99,27% |
13/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 014 810 CHF | 203 962 CHF | 99,02% | 99,02% |
12/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 007 580 CHF | 202 515 CHF | 92,98% | 92,98% |
11/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 005 010 CHF | 202 003 CHF | 99,27% | 99,27% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 002 530 CHF | 201 507 CHF | 99,25% | 99,25% |
07/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 000 000 CHF | 201 000 CHF | 1,12% | 1,12% |