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 | 0,48% | 2,04 CHF | 2,05 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 237 240 CHF | 518 018 CHF | 97,63% | 97,63% |
19/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 214 980 CHF | 508 743 CHF | 89,94% | 89,94% |
18/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 208 780 CHF | 506 157 CHF | 94,81% | 94,81% |
15/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 218 950 CHF | 510 396 CHF | 97,22% | 97,22% |
14/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 238 070 CHF | 518 364 CHF | 98,85% | 98,85% |
13/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 138 140 CHF | 476 724 CHF | 96,01% | 96,01% |
12/11/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 187 450 CHF | 497 272 CHF | 94,77% | 94,77% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 222 360 CHF | 511 815 CHF | 94,70% | 94,70% |
08/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 197 230 CHF | 501 344 CHF | 90,67% | 90,67% |
07/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 177 320 CHF | 493 049 CHF | 97,98% | 97,98% |