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 | 0,49% | 2,02 CHF | 2,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 920 596 CHF | 308 365 CHF | 99,41% | 99,41% |
19/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 874 022 CHF | 292 841 CHF | 99,53% | 99,53% |
18/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 863 640 CHF | 289 380 CHF | 99,35% | 99,35% |
15/11/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 937 950 CHF | 314 150 CHF | 99,36% | 99,36% |
14/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 980 762 CHF | 328 421 CHF | 98,14% | 98,14% |
13/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 999 940 CHF | 334 813 CHF | 95,29% | 95,29% |
12/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 022 390 CHF | 342 296 CHF | 98,48% | 98,48% |
11/11/2024 | 0,41% | 2,33 CHF | 2,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 082 990 CHF | 362 497 CHF | 99,37% | 99,37% |
08/11/2024 | 0,40% | 2,40 CHF | 2,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 119 950 CHF | 374 818 CHF | 98,80% | 98,80% |
07/11/2024 | 0,45% | 2,56 CHF | 2,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 011 090 CHF | 338 531 CHF | 98,61% | 98,61% |