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 | 0,46% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 983 554 CHF | 329 351 CHF | 99,47% | 99,47% |
19/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 936 329 CHF | 313 610 CHF | 99,23% | 99,23% |
18/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 926 110 CHF | 310 204 CHF | 99,21% | 99,21% |
15/11/2024 | 0,45% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 001 110 CHF | 335 203 CHF | 99,38% | 99,38% |
14/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 044 070 CHF | 349 523 CHF | 98,32% | 98,32% |
13/11/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 062 840 CHF | 355 781 CHF | 95,26% | 95,26% |
12/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 085 180 CHF | 363 225 CHF | 98,47% | 98,47% |
11/11/2024 | 0,39% | 2,47 CHF | 2,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 146 030 CHF | 383 510 CHF | 99,37% | 99,37% |
08/11/2024 | 0,38% | 2,54 CHF | 2,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 182 220 CHF | 395 574 CHF | 97,77% | 97,77% |
07/11/2024 | 0,42% | 2,71 CHF | 2,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 072 320 CHF | 358 941 CHF | 98,60% | 98,60% |