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% | 2,62 CHF | 2,63 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 297 020 CHF | 390 605 CHF | 99,38% | 99,38% |
19/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 290 880 CHF | 388 763 CHF | 99,37% | 99,37% |
18/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 217 030 CHF | 366 610 CHF | 99,37% | 99,37% |
15/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 221 790 CHF | 368 037 CHF | 99,34% | 99,34% |
14/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 207 540 CHF | 363 761 CHF | 99,38% | 99,38% |
13/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 242 860 CHF | 374 359 CHF | 99,37% | 99,37% |
12/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 219 350 CHF | 367 304 CHF | 99,12% | 99,12% |
11/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 157 580 CHF | 348 773 CHF | 99,13% | 99,13% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 162 760 CHF | 350 327 CHF | 99,37% | 99,37% |
07/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 1 133 190 CHF | 341 458 CHF | 98,56% | 98,56% |