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% | 2,04 CHF | 2,05 CHF | 525 900 | 525 900 | 525 900 | 525 900 | 1 161 370 CHF | 1 166 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 548 000 | 548 000 | 548 000 | 548 000 | 1 109 440 CHF | 1 114 920 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 570 000 | 570 000 | 570 000 | 570 000 | 1 169 510 CHF | 1 175 210 CHF | 99,55% | 99,55% |
15/11/2024 | 0,45% | 2,07 CHF | 2,08 CHF | 486 000 | 486 000 | 486 000 | 486 000 | 1 084 740 CHF | 1 089 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 453 200 | 453 200 | 453 200 | 453 200 | 1 192 610 CHF | 1 197 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 453 900 | 453 900 | 453 900 | 453 900 | 1 163 170 CHF | 1 167 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 438 900 | 438 900 | 438 900 | 438 900 | 1 164 820 CHF | 1 169 200 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 441 400 | 441 400 | 441 400 | 441 400 | 1 216 540 CHF | 1 220 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 459 800 | 459 800 | 459 800 | 459 800 | 1 165 770 CHF | 1 170 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 496 400 | 496 400 | 496 400 | 496 400 | 1 188 450 CHF | 1 193 410 CHF | 99,68% | 99,68% |