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 | 0,47% | 2,16 CHF | 2,17 CHF | 550 000 | 550 000 | 532 035 | 532 035 | 1 133 290 CHF | 1 138 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 1 116 480 CHF | 1 121 760 CHF | 99,88% | 99,88% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 1 118 000 CHF | 1 123 280 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 092 240 CHF | 1 097 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 520 000 | 520 000 | 525 214 | 525 214 | 1 109 680 CHF | 1 114 940 CHF | 99,04% | 99,04% |
13/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 530 000 | 530 000 | 519 437 | 519 437 | 1 088 080 CHF | 1 093 280 CHF | 98,99% | 98,99% |
12/11/2024 | 0,53% | 2,08 CHF | 2,09 CHF | 520 000 | 520 000 | 479 011 | 479 011 | 955 731 CHF | 960 672 CHF | 97,80% | 97,80% |
11/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 750 282 CHF | 754 634 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 773 839 CHF | 778 221 CHF | 98,91% | 98,91% |
07/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 430 000 | 430 000 | 428 956 | 428 956 | 743 446 CHF | 747 735 CHF | 100,00% | 100,00% |