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 | 0,40% | 2,45 CHF | 2,46 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 235 450 CHF | 1 240 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 210 950 CHF | 1 215 950 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 157 430 CHF | 1 162 430 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 167 560 CHF | 1 172 560 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 199 770 CHF | 1 204 770 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 162 660 CHF | 1 167 660 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 174 700 CHF | 1 179 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 191 570 CHF | 1 196 570 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 260 600 CHF | 1 265 600 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 500 000 | 500 000 | 499 998 | 500 000 | 1 267 410 CHF | 1 272 420 CHF | 100,00% | 100,00% |