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 | 0,46% | 2,13 CHF | 2,14 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 633 570 CHF | 656 430 CHF | 97,63% | 97,63% |
19/11/2024 | 0,46% | 2,19 CHF | 2,19 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 628 170 CHF | 654 266 CHF | 89,97% | 89,97% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 662 910 CHF | 668 165 CHF | 93,83% | 93,83% |
15/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 628 150 CHF | 654 260 CHF | 94,09% | 94,09% |
14/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 615 180 CHF | 649 070 CHF | 97,35% | 97,35% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 607 690 CHF | 646 075 CHF | 94,31% | 94,31% |
12/11/2024 | 0,46% | 2,13 CHF | 2,13 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 633 300 CHF | 656 318 CHF | 92,54% | 92,54% |
11/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 653 930 CHF | 664 571 CHF | 94,24% | 94,24% |
08/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 636 080 CHF | 657 433 CHF | 92,62% | 92,62% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 677 090 CHF | 673 836 CHF | 97,76% | 97,76% |