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% | 2,67 CHF | 2,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 197 440 CHF | 400 647 CHF | 97,85% | 97,85% |
19/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 201 950 CHF | 402 149 CHF | 90,41% | 90,41% |
18/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 201 020 CHF | 401 840 CHF | 94,71% | 94,71% |
15/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 213 930 CHF | 406 144 CHF | 97,47% | 97,47% |
14/11/2024 | 0,36% | 2,71 CHF | 2,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 232 480 CHF | 412 327 CHF | 97,95% | 97,95% |
13/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 242 780 CHF | 415 761 CHF | 96,25% | 96,25% |
12/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 211 030 CHF | 405 177 CHF | 94,69% | 94,69% |
11/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 219 160 CHF | 407 887 CHF | 98,76% | 98,76% |
08/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 229 720 CHF | 411 406 CHF | 98,42% | 98,42% |
07/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 194 880 CHF | 399 795 CHF | 98,18% | 98,18% |