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 | 0,39% | 2,53 CHF | 2,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 163 680 CHF | 389 395 CHF | 99,38% | 99,38% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 040 950 CHF | 348 483 CHF | 99,38% | 99,38% |
18/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 056 170 CHF | 353 556 CHF | 99,38% | 99,38% |
15/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 083 290 CHF | 362 596 CHF | 99,35% | 99,35% |
14/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 107 410 CHF | 370 635 CHF | 99,38% | 99,38% |
13/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 135 080 CHF | 379 861 CHF | 99,38% | 99,38% |
12/11/2024 | 0,38% | 2,52 CHF | 2,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 187 350 CHF | 397 283 CHF | 99,15% | 99,15% |
11/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 238 450 CHF | 414 318 CHF | 99,37% | 99,37% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 167 930 CHF | 390 810 CHF | 99,38% | 99,38% |
07/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 181 720 CHF | 395 406 CHF | 98,58% | 98,58% |