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 | 0,45% | 2,20 CHF | 2,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 112 320 CHF | 1 117 320 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 087 660 CHF | 1 092 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 033 640 CHF | 1 038 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 044 000 CHF | 1 049 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 075 800 CHF | 1 080 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 039 860 CHF | 1 044 860 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 051 730 CHF | 1 056 730 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 068 560 CHF | 1 073 560 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 139 090 CHF | 1 144 090 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 145 430 CHF | 1 150 430 CHF | 100,00% | 100,00% |