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 | 0,37% | 2,69 CHF | 2,70 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 627 140 CHF | 680 474 CHF | 97,65% | 97,65% |
19/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 604 400 CHF | 671 001 CHF | 89,93% | 89,93% |
18/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 599 440 CHF | 668 935 CHF | 94,88% | 94,88% |
15/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 610 310 CHF | 673 462 CHF | 97,21% | 97,21% |
14/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 628 850 CHF | 681 187 CHF | 98,86% | 98,86% |
13/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 528 850 CHF | 639 522 CHF | 96,08% | 96,08% |
12/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 577 780 CHF | 659 907 CHF | 94,90% | 94,90% |
11/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 613 180 CHF | 674 659 CHF | 94,70% | 94,70% |
08/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 588 800 CHF | 664 498 CHF | 90,65% | 90,65% |
07/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 570 130 CHF | 656 720 CHF | 97,98% | 97,98% |