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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 540 000 | 540 000 | 537 147 | 537 147 | 1 349 330 CHF | 1 354 700 CHF | 100,00% | 100,00% |
22/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 540 000 | 540 000 | 547 339 | 547 339 | 1 381 170 CHF | 1 386 640 CHF | 100,00% | 100,00% |
20/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 1 331 660 CHF | 1 336 980 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 530 000 | 530 000 | 528 206 | 528 206 | 1 314 010 CHF | 1 319 290 CHF | 99,91% | 99,91% |
18/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 1 316 070 CHF | 1 321 340 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 288 100 CHF | 1 293 300 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 1 306 740 CHF | 1 311 990 CHF | 99,04% | 99,04% |
13/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 1 283 220 CHF | 1 288 410 CHF | 99,00% | 99,00% |
12/11/2024 | 0,45% | 2,45 CHF | 2,46 CHF | 520 000 | 520 000 | 479 019 | 479 019 | 1 135 760 CHF | 1 140 700 CHF | 97,82% | 97,82% |
11/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 440 000 | 440 000 | 435 189 | 435 189 | 914 364 CHF | 918 716 CHF | 100,00% | 100,00% |