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% | 2,67 CHF | 2,68 CHF | 550 000 | 550 000 | 532 028 | 532 028 | 1 405 500 CHF | 1 410 820 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 530 000 | 530 000 | 528 204 | 528 204 | 1 387 160 CHF | 1 392 440 CHF | 99,88% | 99,88% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 389 780 CHF | 1 395 060 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 1 360 190 CHF | 1 365 380 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 1 379 740 CHF | 1 384 990 CHF | 99,04% | 99,04% |
13/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 530 000 | 530 000 | 519 441 | 519 441 | 1 355 370 CHF | 1 360 570 CHF | 98,99% | 98,99% |
12/11/2024 | 0,42% | 2,59 CHF | 2,60 CHF | 520 000 | 520 000 | 479 017 | 479 017 | 1 201 990 CHF | 1 206 940 CHF | 97,79% | 97,79% |
11/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 440 000 | 440 000 | 435 191 | 435 191 | 972 965 CHF | 977 317 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 998 078 CHF | 1 002 460 CHF | 98,93% | 98,93% |
07/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 430 000 | 430 000 | 428 957 | 428 957 | 963 756 CHF | 968 046 CHF | 100,00% | 100,00% |