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 | 0,37% | 2,72 CHF | 2,73 CHF | 550 000 | 550 000 | 532 035 | 532 035 | 1 431 820 CHF | 1 437 140 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 530 000 | 530 000 | 528 214 | 528 214 | 1 413 000 CHF | 1 418 280 CHF | 99,90% | 99,90% |
18/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 415 100 CHF | 1 420 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 1 385 900 CHF | 1 391 100 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 1 405 730 CHF | 1 410 980 CHF | 99,04% | 99,04% |
13/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 530 000 | 530 000 | 519 438 | 519 438 | 1 381 130 CHF | 1 386 330 CHF | 98,99% | 98,99% |
12/11/2024 | 0,41% | 2,64 CHF | 2,65 CHF | 520 000 | 520 000 | 479 013 | 479 013 | 1 225 840 CHF | 1 230 790 CHF | 97,80% | 97,80% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 440 000 | 440 000 | 435 189 | 435 189 | 996 148 CHF | 1 000 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 1 021 830 CHF | 1 026 220 CHF | 98,96% | 98,96% |
07/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 430 000 | 430 000 | 428 964 | 428 964 | 986 882 CHF | 991 172 CHF | 100,00% | 100,00% |