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 | 0,35% | 2,88 CHF | 2,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 425 440 CHF | 1 430 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 443 660 CHF | 1 448 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 2,89 CHF | 2,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 510 540 CHF | 1 515 540 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 506 700 CHF | 1 511 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 478 500 CHF | 1 483 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 497 460 CHF | 1 502 460 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 482 900 CHF | 1 487 900 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 460 550 CHF | 1 465 550 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 372 120 CHF | 1 377 120 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 2,68 CHF | 2,69 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 374 370 CHF | 1 379 370 CHF | 100,00% | 100,00% |