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 | 0,45% | 2,25 CHF | 2,26 CHF | 550 000 | 550 000 | 532 026 | 532 026 | 1 182 130 CHF | 1 187 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 530 000 | 530 000 | 528 214 | 528 214 | 1 165 740 CHF | 1 171 030 CHF | 99,91% | 99,91% |
18/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 1 167 370 CHF | 1 172 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 141 400 CHF | 1 146 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 520 000 | 520 000 | 525 224 | 525 224 | 1 158 810 CHF | 1 164 060 CHF | 99,04% | 99,04% |
13/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 530 000 | 530 000 | 519 442 | 519 442 | 1 136 860 CHF | 1 142 060 CHF | 99,00% | 99,00% |
12/11/2024 | 0,51% | 2,17 CHF | 2,18 CHF | 520 000 | 520 000 | 479 018 | 479 018 | 1 000 740 CHF | 1 005 680 CHF | 97,82% | 97,82% |
11/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 440 000 | 440 000 | 435 192 | 435 192 | 791 293 CHF | 795 645 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 815 134 CHF | 819 516 CHF | 98,97% | 98,97% |
07/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 430 000 | 430 000 | 428 960 | 428 960 | 783 507 CHF | 787 796 CHF | 100,00% | 100,00% |