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% | 2,31 CHF | 2,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 404 560 CHF | 470 187 CHF | 89,44% | 89,44% |
19/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 374 140 CHF | 460 045 CHF | 90,49% | 90,49% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 392 960 CHF | 466 320 CHF | 88,90% | 88,90% |
15/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 438 570 CHF | 481 522 CHF | 86,16% | 86,16% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 440 960 CHF | 482 321 CHF | 89,16% | 89,16% |
13/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 437 500 CHF | 481 167 CHF | 83,40% | 83,40% |
12/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 456 500 CHF | 487 501 CHF | 91,60% | 91,60% |
11/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 515 920 CHF | 507 305 CHF | 92,97% | 92,97% |
08/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 467 680 CHF | 491 228 CHF | 88,02% | 88,02% |
07/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 488 940 CHF | 498 314 CHF | 95,25% | 95,25% |