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 | 0,36% | 2,81 CHF | 2,82 CHF | 550 000 | 550 000 | 532 034 | 532 034 | 1 481 430 CHF | 1 486 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 1 462 280 CHF | 1 467 560 CHF | 99,89% | 99,89% |
18/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 1 464 640 CHF | 1 469 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 434 520 CHF | 1 439 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 520 000 | 520 000 | 525 214 | 525 214 | 1 454 820 CHF | 1 460 070 CHF | 99,04% | 99,04% |
13/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 1 429 680 CHF | 1 434 880 CHF | 98,99% | 98,99% |
12/11/2024 | 0,40% | 2,73 CHF | 2,74 CHF | 520 000 | 520 000 | 479 014 | 479 014 | 1 270 710 CHF | 1 275 650 CHF | 97,82% | 97,82% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 440 000 | 440 000 | 435 196 | 435 196 | 1 036 680 CHF | 1 041 030 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 1 062 760 CHF | 1 067 150 CHF | 98,94% | 98,94% |
07/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 430 000 | 430 000 | 428 960 | 428 960 | 1 027 180 CHF | 1 031 470 CHF | 100,00% | 100,00% |