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% | 2,76 CHF | 2,77 CHF | 550 000 | 550 000 | 532 036 | 532 036 | 1 457 970 CHF | 1 463 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 530 000 | 530 000 | 528 196 | 528 196 | 1 438 510 CHF | 1 443 790 CHF | 99,87% | 99,87% |
18/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 1 440 640 CHF | 1 445 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 410 760 CHF | 1 415 960 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 520 000 | 520 000 | 525 213 | 525 213 | 1 430 920 CHF | 1 436 170 CHF | 99,04% | 99,04% |
13/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 530 000 | 530 000 | 519 444 | 519 444 | 1 405 960 CHF | 1 411 160 CHF | 99,00% | 99,00% |
12/11/2024 | 0,41% | 2,69 CHF | 2,70 CHF | 520 000 | 520 000 | 479 015 | 479 015 | 1 248 070 CHF | 1 253 010 CHF | 97,78% | 97,78% |
11/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 440 000 | 440 000 | 435 191 | 435 191 | 1 014 910 CHF | 1 019 260 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 1 040 900 CHF | 1 045 280 CHF | 98,90% | 98,90% |
07/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 430 000 | 430 000 | 428 959 | 428 959 | 1 005 600 CHF | 1 009 890 CHF | 100,00% | 100,00% |