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 | 0,40% | 2,47 CHF | 2,48 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 496 010 CHF | 625 839 CHF | 97,61% | 97,61% |
19/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 473 430 CHF | 616 428 CHF | 89,95% | 89,95% |
18/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 468 080 CHF | 614 198 CHF | 94,59% | 94,59% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 478 850 CHF | 618 689 CHF | 97,20% | 97,20% |
14/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 497 420 CHF | 626 424 CHF | 98,85% | 98,85% |
13/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 397 460 CHF | 584 774 CHF | 96,05% | 96,05% |
12/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 446 530 CHF | 605 222 CHF | 94,90% | 94,90% |
11/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 481 860 CHF | 619 942 CHF | 94,70% | 94,70% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 457 190 CHF | 609 664 CHF | 90,66% | 90,66% |
07/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 438 070 CHF | 601 695 CHF | 97,98% | 97,98% |