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 | 0,41% | 2,41 CHF | 2,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 099 160 CHF | 367 888 CHF | 99,44% | 99,44% |
19/11/2024 | 0,41% | 2,44 CHF | 2,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 104 270 CHF | 369 590 CHF | 98,95% | 98,95% |
18/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 101 810 CHF | 368 769 CHF | 97,50% | 97,50% |
15/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 100 160 CHF | 368 221 CHF | 99,44% | 99,44% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 079 170 CHF | 361 222 CHF | 99,44% | 99,44% |
13/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 039 090 CHF | 347 862 CHF | 96,99% | 96,99% |
12/11/2024 | 0,42% | 2,30 CHF | 2,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 066 200 CHF | 356 900 CHF | 96,92% | 96,92% |
11/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 099 710 CHF | 368 071 CHF | 99,47% | 99,47% |
08/11/2024 | 0,40% | 2,42 CHF | 2,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 111 260 CHF | 371 921 CHF | 90,60% | 90,60% |
07/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 141 690 CHF | 382 064 CHF | 98,70% | 98,70% |