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 | 0,43% | 2,34 CHF | 2,35 CHF | 550 000 | 550 000 | 532 035 | 532 035 | 1 232 370 CHF | 1 237 690 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 530 000 | 530 000 | 528 214 | 528 214 | 1 215 050 CHF | 1 220 330 CHF | 99,90% | 99,90% |
18/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 217 320 CHF | 1 222 590 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 1 190 170 CHF | 1 195 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 1 207 830 CHF | 1 213 080 CHF | 99,04% | 99,04% |
13/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 530 000 | 530 000 | 519 437 | 519 437 | 1 185 360 CHF | 1 190 550 CHF | 99,00% | 99,00% |
12/11/2024 | 0,48% | 2,26 CHF | 2,27 CHF | 520 000 | 520 000 | 479 012 | 479 012 | 1 045 920 CHF | 1 050 870 CHF | 97,79% | 97,79% |
11/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 832 234 CHF | 836 586 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 856 344 CHF | 860 726 CHF | 98,96% | 98,96% |
07/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 430 000 | 430 000 | 428 962 | 428 962 | 824 354 CHF | 828 644 CHF | 100,00% | 100,00% |