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 | 0,47% | 2,09 CHF | 2,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 273 260 CHF | 426 418 CHF | 89,44% | 89,44% |
19/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 242 810 CHF | 416 269 CHF | 90,50% | 90,50% |
18/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 261 330 CHF | 422 445 CHF | 88,89% | 88,89% |
15/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 306 700 CHF | 437 568 CHF | 86,20% | 86,20% |
14/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 309 260 CHF | 438 420 CHF | 89,16% | 89,16% |
13/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 305 720 CHF | 437 241 CHF | 83,40% | 83,40% |
12/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 324 840 CHF | 443 613 CHF | 91,69% | 91,69% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 384 070 CHF | 463 357 CHF | 92,98% | 92,98% |
08/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 335 780 CHF | 447 259 CHF | 88,04% | 88,04% |
07/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 356 630 CHF | 454 210 CHF | 95,27% | 95,27% |