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 | 0,44% | 2,25 CHF | 2,26 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 364 780 CHF | 571 157 CHF | 97,61% | 97,61% |
19/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 342 310 CHF | 561 798 CHF | 89,96% | 89,96% |
18/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 336 510 CHF | 559 379 CHF | 94,87% | 94,87% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 346 950 CHF | 563 729 CHF | 97,22% | 97,22% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 365 770 CHF | 571 570 CHF | 98,86% | 98,86% |
13/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 265 870 CHF | 529 945 CHF | 96,15% | 96,15% |
12/11/2024 | 0,46% | 2,15 CHF | 2,15 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 315 120 CHF | 550 467 CHF | 94,96% | 94,96% |
11/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 350 290 CHF | 565 120 CHF | 94,69% | 94,69% |
08/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 325 350 CHF | 554 731 CHF | 90,65% | 90,65% |
07/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 305 760 CHF | 546 565 CHF | 97,96% | 97,96% |