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 | 0,45% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 989 584 CHF | 331 361 CHF | 99,03% | 99,03% |
19/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 985 563 CHF | 330 021 CHF | 90,21% | 90,21% |
18/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 068 850 CHF | 357 784 CHF | 97,20% | 97,20% |
15/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 097 380 CHF | 367 294 CHF | 98,43% | 98,43% |
14/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 130 070 CHF | 378 191 CHF | 98,44% | 98,44% |
13/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 999 985 CHF | 334 828 CHF | 96,56% | 96,56% |
12/11/2024 | 0,43% | 2,20 CHF | 2,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 037 240 CHF | 347 248 CHF | 95,81% | 95,81% |
11/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 085 700 CHF | 363 399 CHF | 98,23% | 98,23% |
08/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 067 480 CHF | 357 326 CHF | 93,00% | 93,00% |
07/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 087 970 CHF | 364 158 CHF | 98,18% | 98,18% |