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% | 2,48 CHF | 2,49 CHF | 550 000 | 550 000 | 532 036 | 532 036 | 1 303 530 CHF | 1 308 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 530 000 | 530 000 | 528 197 | 528 197 | 1 285 290 CHF | 1 290 570 CHF | 99,88% | 99,88% |
18/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 287 600 CHF | 1 292 870 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 259 000 CHF | 1 264 190 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 520 000 | 520 000 | 525 213 | 525 213 | 1 278 080 CHF | 1 283 340 CHF | 99,04% | 99,04% |
13/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 530 000 | 530 000 | 519 444 | 519 444 | 1 255 060 CHF | 1 260 250 CHF | 99,00% | 99,00% |
12/11/2024 | 0,46% | 2,40 CHF | 2,41 CHF | 520 000 | 520 000 | 479 016 | 479 016 | 1 109 030 CHF | 1 113 970 CHF | 97,79% | 97,79% |
11/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 440 000 | 440 000 | 435 191 | 435 191 | 888 458 CHF | 892 810 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 440 000 | 440 000 | 438 177 | 438 177 | 913 145 CHF | 917 527 CHF | 98,93% | 98,93% |
07/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 430 000 | 430 000 | 428 959 | 428 959 | 880 447 CHF | 884 736 CHF | 100,00% | 100,00% |