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 | 0,42% | 2,38 CHF | 2,39 CHF | 550 000 | 550 000 | 532 038 | 532 038 | 1 251 450 CHF | 1 256 770 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 530 000 | 530 000 | 528 204 | 528 204 | 1 234 450 CHF | 1 239 730 CHF | 99,83% | 99,83% |
18/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 530 000 | 530 000 | 527 362 | 527 362 | 1 236 230 CHF | 1 241 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 1 209 230 CHF | 1 214 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 520 000 | 520 000 | 525 222 | 525 222 | 1 227 270 CHF | 1 232 520 CHF | 99,04% | 99,04% |
13/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 530 000 | 530 000 | 519 444 | 519 444 | 1 204 520 CHF | 1 209 720 CHF | 99,00% | 99,00% |
12/11/2024 | 0,48% | 2,30 CHF | 2,31 CHF | 520 000 | 520 000 | 479 011 | 479 011 | 1 062 530 CHF | 1 067 470 CHF | 97,75% | 97,75% |
11/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 440 000 | 440 000 | 435 192 | 435 192 | 846 031 CHF | 850 383 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 870 459 CHF | 874 840 CHF | 98,91% | 98,91% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 430 000 | 430 000 | 428 956 | 428 956 | 838 203 CHF | 842 492 CHF | 100,00% | 100,00% |