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 | 0,35% | 2,86 CHF | 2,87 CHF | 550 000 | 550 000 | 532 033 | 532 033 | 1 508 850 CHF | 1 514 170 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 530 000 | 530 000 | 528 208 | 528 208 | 1 489 140 CHF | 1 494 420 CHF | 99,86% | 99,86% |
18/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 491 410 CHF | 1 496 690 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 1 460 750 CHF | 1 465 940 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 520 000 | 520 000 | 525 225 | 525 225 | 1 481 600 CHF | 1 486 850 CHF | 99,04% | 99,04% |
13/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 530 000 | 530 000 | 519 443 | 519 443 | 1 455 970 CHF | 1 461 160 CHF | 98,99% | 98,99% |
12/11/2024 | 0,39% | 2,78 CHF | 2,79 CHF | 520 000 | 520 000 | 479 016 | 479 016 | 1 294 390 CHF | 1 299 330 CHF | 97,77% | 97,77% |
11/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 440 000 | 440 000 | 435 190 | 435 190 | 1 057 250 CHF | 1 061 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 440 000 | 440 000 | 438 173 | 438 173 | 1 083 610 CHF | 1 087 990 CHF | 98,91% | 98,91% |
07/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 430 000 | 430 000 | 428 962 | 428 962 | 1 047 450 CHF | 1 051 740 CHF | 100,00% | 100,00% |