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 | 0,44% | 2,28 CHF | 2,29 CHF | 550 000 | 550 000 | 532 039 | 532 039 | 1 201 100 CHF | 1 206 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 530 000 | 530 000 | 528 203 | 528 203 | 1 183 810 CHF | 1 189 090 CHF | 99,83% | 99,83% |
18/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 530 000 | 530 000 | 527 362 | 527 362 | 1 185 410 CHF | 1 190 690 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 1 159 050 CHF | 1 164 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 520 000 | 520 000 | 525 221 | 525 221 | 1 176 470 CHF | 1 181 720 CHF | 99,04% | 99,04% |
13/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 530 000 | 530 000 | 519 445 | 519 445 | 1 154 260 CHF | 1 159 460 CHF | 98,99% | 98,99% |
12/11/2024 | 0,50% | 2,20 CHF | 2,21 CHF | 520 000 | 520 000 | 479 008 | 479 008 | 1 016 330 CHF | 1 021 270 CHF | 97,75% | 97,75% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 440 000 | 440 000 | 435 188 | 435 188 | 804 185 CHF | 808 537 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 440 000 | 440 000 | 438 174 | 438 174 | 828 286 CHF | 832 668 CHF | 98,88% | 98,88% |
07/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 430 000 | 430 000 | 428 962 | 428 962 | 796 317 CHF | 800 607 CHF | 100,00% | 100,00% |