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 | 0,44% | 2,23 CHF | 2,24 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 140 080 CHF | 343 523 CHF | 99,38% | 99,38% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 098 500 CHF | 331 050 CHF | 99,38% | 99,38% |
18/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 118 270 CHF | 336 980 CHF | 99,38% | 99,38% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 137 530 CHF | 342 760 CHF | 99,34% | 99,34% |
14/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 122 780 CHF | 338 335 CHF | 99,38% | 99,38% |
13/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 117 740 CHF | 336 822 CHF | 99,38% | 99,38% |
12/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 134 400 CHF | 341 821 CHF | 99,14% | 99,14% |
11/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 175 420 CHF | 354 125 CHF | 99,13% | 99,13% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 144 650 CHF | 344 894 CHF | 99,38% | 99,38% |
07/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 132 860 CHF | 341 358 CHF | 98,56% | 98,56% |