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 | 0,38% | 2,62 CHF | 2,63 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 1 382 800 CHF | 1 388 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 1 364 010 CHF | 1 369 290 CHF | 99,85% | 99,85% |
18/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 1 365 800 CHF | 1 371 070 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 336 320 CHF | 1 341 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 1 356 610 CHF | 1 361 860 CHF | 99,04% | 99,04% |
13/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 530 000 | 530 000 | 519 441 | 519 441 | 1 332 450 CHF | 1 337 650 CHF | 98,99% | 98,99% |
12/11/2024 | 0,43% | 2,55 CHF | 2,56 CHF | 520 000 | 520 000 | 479 006 | 479 006 | 1 180 860 CHF | 1 185 800 CHF | 97,75% | 97,75% |
11/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 955 102 CHF | 959 453 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 440 000 | 440 000 | 438 174 | 438 174 | 980 366 CHF | 984 747 CHF | 98,88% | 98,88% |
07/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 430 000 | 430 000 | 428 956 | 428 956 | 946 182 CHF | 950 472 CHF | 100,00% | 100,00% |