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 | 0,33% | 2,96 CHF | 2,97 CHF | 840 000 | 840 000 | 840 000 | 840 000 | 2 581 080 CHF | 2 589 480 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 820 000 | 820 000 | 820 000 | 820 000 | 2 388 720 CHF | 2 396 920 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 2 560 380 CHF | 2 568 480 CHF | 99,52% | 99,52% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 2 623 270 CHF | 2 631 370 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 860 000 | 860 000 | 860 000 | 860 000 | 2 767 320 CHF | 2 775 920 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 850 000 | 850 000 | 850 000 | 850 000 | 2 492 590 CHF | 2 501 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 2,97 CHF | 2,98 CHF | 780 000 | 780 000 | 780 000 | 780 000 | 2 522 660 CHF | 2 530 460 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 2 877 670 CHF | 2 885 770 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 790 000 | 790 000 | 790 000 | 790 000 | 2 595 060 CHF | 2 602 960 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 850 000 | 850 000 | 850 000 | 850 000 | 2 897 070 CHF | 2 905 570 CHF | 99,06% | 99,06% |