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 | 0,38% | 2,59 CHF | 2,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 573 370 CHF | 526 458 CHF | 98,95% | 98,95% |
19/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 516 190 CHF | 507 396 CHF | 90,71% | 90,71% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 517 770 CHF | 507 925 CHF | 97,23% | 97,23% |
15/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 522 770 CHF | 509 589 CHF | 98,31% | 98,31% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 544 750 CHF | 516 917 CHF | 99,01% | 99,01% |
13/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 523 460 CHF | 509 819 CHF | 96,49% | 96,49% |
12/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 568 770 CHF | 524 923 CHF | 96,55% | 96,55% |
11/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 592 440 CHF | 532 814 CHF | 98,98% | 98,98% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 577 630 CHF | 527 876 CHF | 98,92% | 98,92% |
07/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 541 230 CHF | 515 742 CHF | 98,30% | 98,30% |