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 | 0,43% | 2,29 CHF | 2,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 051 520 CHF | 352 006 CHF | 99,02% | 99,02% |
19/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 047 430 CHF | 350 644 CHF | 90,20% | 90,20% |
18/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 130 690 CHF | 378 396 CHF | 97,00% | 97,00% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 159 560 CHF | 388 021 CHF | 98,41% | 98,41% |
14/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 192 100 CHF | 398 868 CHF | 98,44% | 98,44% |
13/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 062 050 CHF | 355 516 CHF | 96,44% | 96,44% |
12/11/2024 | 0,41% | 2,34 CHF | 2,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 099 490 CHF | 367 998 CHF | 95,91% | 95,91% |
11/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 147 900 CHF | 384 133 CHF | 98,24% | 98,24% |
08/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 129 480 CHF | 377 992 CHF | 92,99% | 92,99% |
07/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 150 290 CHF | 384 929 CHF | 98,17% | 98,17% |