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% | 2,66 CHF | 2,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 192 150 CHF | 398 884 CHF | 97,87% | 97,87% |
19/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 196 470 CHF | 400 325 CHF | 90,40% | 90,40% |
18/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 195 530 CHF | 400 009 CHF | 94,69% | 94,69% |
15/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 208 670 CHF | 404 390 CHF | 97,47% | 97,47% |
14/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 227 140 CHF | 410 546 CHF | 97,95% | 97,95% |
13/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 237 160 CHF | 413 886 CHF | 96,21% | 96,21% |
12/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 205 460 CHF | 403 321 CHF | 94,69% | 94,69% |
11/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 213 660 CHF | 406 053 CHF | 98,76% | 98,76% |
08/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 224 130 CHF | 409 542 CHF | 98,46% | 98,46% |
07/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 189 410 CHF | 397 970 CHF | 98,21% | 98,21% |