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 | 0,40% | 2,48 CHF | 2,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 112 710 CHF | 372 405 CHF | 97,86% | 97,86% |
19/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 117 690 CHF | 374 064 CHF | 90,42% | 90,42% |
18/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 116 220 CHF | 373 572 CHF | 94,73% | 94,73% |
15/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 129 050 CHF | 377 850 CHF | 97,47% | 97,47% |
14/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 147 750 CHF | 384 084 CHF | 97,94% | 97,94% |
13/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 158 120 CHF | 387 541 CHF | 96,15% | 96,15% |
12/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 126 490 CHF | 376 998 CHF | 94,73% | 94,73% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 134 270 CHF | 379 591 CHF | 98,76% | 98,76% |
08/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 144 600 CHF | 383 032 CHF | 98,45% | 98,45% |
07/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 109 570 CHF | 371 356 CHF | 98,20% | 98,20% |