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 | 0,34% | 2,96 CHF | 2,97 CHF | 550 000 | 550 000 | 532 039 | 532 039 | 1 559 660 CHF | 1 564 980 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 1 539 880 CHF | 1 545 160 CHF | 99,87% | 99,87% |
18/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 542 250 CHF | 1 547 520 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 511 210 CHF | 1 516 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 520 000 | 520 000 | 525 224 | 525 224 | 1 532 270 CHF | 1 537 520 CHF | 99,04% | 99,04% |
13/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 530 000 | 530 000 | 519 448 | 519 448 | 1 506 260 CHF | 1 511 450 CHF | 99,00% | 99,00% |
12/11/2024 | 0,38% | 2,88 CHF | 2,89 CHF | 520 000 | 520 000 | 479 021 | 479 021 | 1 340 580 CHF | 1 345 520 CHF | 97,78% | 97,78% |
11/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 440 000 | 440 000 | 435 190 | 435 190 | 1 099 570 CHF | 1 103 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 440 000 | 440 000 | 438 174 | 438 174 | 1 125 800 CHF | 1 130 180 CHF | 98,93% | 98,93% |
07/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 430 000 | 430 000 | 428 959 | 428 959 | 1 088 770 CHF | 1 093 060 CHF | 100,00% | 100,00% |