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 | 0,41% | 2,44 CHF | 2,45 CHF | 550 000 | 550 000 | 532 026 | 532 026 | 1 282 310 CHF | 1 287 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 530 000 | 530 000 | 528 210 | 528 210 | 1 264 340 CHF | 1 269 620 CHF | 99,90% | 99,90% |
18/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 1 266 600 CHF | 1 271 870 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 1 238 560 CHF | 1 243 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 520 000 | 520 000 | 525 222 | 525 222 | 1 257 230 CHF | 1 262 480 CHF | 99,04% | 99,04% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 1 234 120 CHF | 1 239 310 CHF | 98,99% | 98,99% |
12/11/2024 | 0,46% | 2,36 CHF | 2,37 CHF | 520 000 | 520 000 | 479 005 | 479 005 | 1 090 850 CHF | 1 095 790 CHF | 97,75% | 97,75% |
11/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 440 000 | 440 000 | 435 190 | 435 190 | 873 225 CHF | 877 577 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 897 242 CHF | 901 624 CHF | 98,95% | 98,95% |
07/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 430 000 | 430 000 | 428 952 | 428 952 | 864 495 CHF | 868 785 CHF | 100,00% | 100,00% |