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% | 2,21 CHF | 2,22 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 022 290 CHF | 171 132 CHF | 99,16% | 99,16% |
19/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 000 840 CHF | 167 556 CHF | 99,17% | 99,17% |
18/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 055 020 CHF | 176 587 CHF | 99,22% | 99,22% |
15/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 075 090 CHF | 179 931 CHF | 99,17% | 99,17% |
14/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 005 170 CHF | 168 278 CHF | 99,16% | 99,16% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 981 081 CHF | 164 263 CHF | 99,16% | 99,16% |
12/11/2024 | 0,42% | 2,19 CHF | 2,20 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 057 520 CHF | 177 004 CHF | 99,16% | 99,16% |
11/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 104 630 CHF | 184 856 CHF | 99,16% | 99,16% |
08/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 1 042 200 CHF | 174 451 CHF | 99,17% | 99,17% |
07/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 988 658 CHF | 331 053 CHF | 98,18% | 98,18% |