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% | 2,02 CHF | 2,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 929 987 CHF | 311 496 CHF | 99,03% | 99,03% |
19/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 926 051 CHF | 310 184 CHF | 89,73% | 89,73% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 008 810 CHF | 337 769 CHF | 96,82% | 96,82% |
15/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 037 640 CHF | 347 381 CHF | 98,41% | 98,41% |
14/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 070 310 CHF | 358 272 CHF | 98,44% | 98,44% |
13/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 940 370 CHF | 314 957 CHF | 96,48% | 96,48% |
12/11/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 977 864 CHF | 327 455 CHF | 95,93% | 95,93% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 026 120 CHF | 343 539 CHF | 98,23% | 98,23% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 007 450 CHF | 337 317 CHF | 93,00% | 93,00% |
07/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 027 920 CHF | 344 139 CHF | 98,18% | 98,18% |