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 | 0,45% | 2,15 CHF | 2,16 CHF | 413 400 | 413 400 | 413 400 | 413 400 | 923 366 CHF | 927 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 388 600 | 388 600 | 388 600 | 388 600 | 829 778 CHF | 833 664 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 391 200 | 391 200 | 391 200 | 391 200 | 890 512 CHF | 894 424 CHF | 97,80% | 97,80% |
15/11/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 354 200 | 354 200 | 354 200 | 354 200 | 840 415 CHF | 843 957 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,60 CHF | 2,61 CHF | 370 900 | 370 900 | 370 900 | 370 900 | 923 147 CHF | 926 856 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 368 900 | 368 900 | 368 900 | 368 900 | 886 173 CHF | 889 862 CHF | 99,73% | 99,73% |
12/11/2024 | 0,38% | 2,44 CHF | 2,45 CHF | 326 800 | 326 800 | 326 800 | 326 800 | 855 460 CHF | 858 728 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 346 600 | 346 600 | 346 600 | 346 600 | 993 729 CHF | 997 195 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 322 000 | 322 000 | 322 000 | 322 000 | 871 107 CHF | 874 327 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 335 100 | 335 100 | 335 100 | 335 100 | 983 969 CHF | 987 320 CHF | 99,68% | 99,68% |