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% | 2,02 CHF | 2,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 226 470 CHF | 410 825 CHF | 98,90% | 98,90% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 194 950 CHF | 400 318 CHF | 97,93% | 97,93% |
18/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 241 600 CHF | 415 866 CHF | 97,00% | 97,00% |
15/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 230 910 CHF | 412 303 CHF | 98,25% | 98,25% |
14/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 202 830 CHF | 402 943 CHF | 98,89% | 98,89% |
13/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 188 970 CHF | 398 323 CHF | 86,93% | 86,93% |
12/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 223 040 CHF | 409 679 CHF | 96,48% | 96,48% |
11/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 217 470 CHF | 407 823 CHF | 98,94% | 98,94% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 177 370 CHF | 394 456 CHF | 90,11% | 90,11% |
07/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 261 270 CHF | 422 422 CHF | 98,25% | 98,25% |