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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 415 310 CHF | 569 126 CHF | 96,72% | 96,72% |
22/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 522 070 CHF | 611 829 CHF | 98,22% | 98,22% |
20/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 633 570 CHF | 656 426 CHF | 97,64% | 97,64% |
19/11/2024 | 0,46% | 2,19 CHF | 2,19 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 628 180 CHF | 654 273 CHF | 89,97% | 89,97% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 662 920 CHF | 668 169 CHF | 93,85% | 93,85% |
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 | 1 607 710 CHF | 646 083 CHF | 94,21% | 94,21% |
12/11/2024 | 0,46% | 2,13 CHF | 2,13 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 633 310 CHF | 656 323 CHF | 92,48% | 92,48% |
11/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 653 920 CHF | 664 570 CHF | 94,24% | 94,24% |