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 | 0,39% | 2,57 CHF | 2,58 CHF | 550 000 | 550 000 | 532 036 | 532 036 | 1 354 230 CHF | 1 359 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 530 000 | 530 000 | 528 196 | 528 196 | 1 336 470 CHF | 1 341 750 CHF | 99,85% | 99,85% |
18/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 1 338 400 CHF | 1 343 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 309 560 CHF | 1 314 750 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 520 000 | 520 000 | 525 213 | 525 213 | 1 328 440 CHF | 1 333 690 CHF | 99,04% | 99,04% |
13/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 530 000 | 530 000 | 519 444 | 519 444 | 1 305 150 CHF | 1 310 340 CHF | 98,99% | 98,99% |
12/11/2024 | 0,44% | 2,49 CHF | 2,50 CHF | 520 000 | 520 000 | 479 011 | 479 011 | 1 155 350 CHF | 1 160 290 CHF | 97,76% | 97,76% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 440 000 | 440 000 | 435 191 | 435 191 | 930 689 CHF | 935 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 955 462 CHF | 959 844 CHF | 98,88% | 98,88% |
07/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 430 000 | 430 000 | 428 959 | 428 959 | 921 798 CHF | 926 088 CHF | 100,00% | 100,00% |