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% | 2,22 CHF | 2,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 351 880 CHF | 452 626 CHF | 98,89% | 98,89% |
19/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 320 180 CHF | 442 059 CHF | 97,93% | 97,93% |
18/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 367 250 CHF | 457 750 CHF | 97,07% | 97,07% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 356 760 CHF | 454 255 CHF | 98,27% | 98,27% |
14/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 328 460 CHF | 444 821 CHF | 98,91% | 98,91% |
13/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 314 660 CHF | 440 221 CHF | 86,82% | 86,82% |
12/11/2024 | 0,44% | 2,19 CHF | 2,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 348 570 CHF | 451 523 CHF | 96,40% | 96,40% |
11/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 343 200 CHF | 449 733 CHF | 98,94% | 98,94% |
08/11/2024 | 0,46% | 2,15 CHF | 2,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 303 250 CHF | 436 415 CHF | 90,24% | 90,24% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 387 610 CHF | 464 537 CHF | 98,25% | 98,25% |