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 | 450 000 | 150 000 | 450 000 | 150 000 | 1 002 190 CHF | 335 562 CHF | 99,44% | 99,44% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 007 490 CHF | 337 330 CHF | 98,94% | 98,94% |
18/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 004 780 CHF | 336 426 CHF | 97,64% | 97,64% |
15/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 002 940 CHF | 335 812 CHF | 99,44% | 99,44% |
14/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 981 999 CHF | 328 833 CHF | 99,44% | 99,44% |
13/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 941 991 CHF | 315 497 CHF | 97,00% | 97,00% |
12/11/2024 | 0,46% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 969 209 CHF | 324 570 CHF | 96,91% | 96,91% |
11/11/2024 | 0,45% | 2,19 CHF | 2,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 002 580 CHF | 335 692 CHF | 99,47% | 99,47% |
08/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 013 900 CHF | 339 466 CHF | 90,60% | 90,60% |
07/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 043 950 CHF | 349 483 CHF | 98,70% | 98,70% |