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 | 0,51% | 1,97 CHF | 1,98 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 1 032 650 CHF | 1 037 970 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 1 017 290 CHF | 1 022 570 CHF | 99,89% | 99,89% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 1 018 830 CHF | 1 024 110 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 993 820 CHF | 999 014 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 520 000 | 520 000 | 525 221 | 525 221 | 1 010 360 CHF | 1 015 610 CHF | 99,04% | 99,04% |
13/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 530 000 | 530 000 | 519 442 | 519 442 | 990 252 CHF | 995 446 CHF | 98,99% | 98,99% |
12/11/2024 | 0,59% | 1,89 CHF | 1,90 CHF | 520 000 | 520 000 | 479 014 | 479 014 | 865 722 CHF | 870 664 CHF | 97,82% | 97,82% |
11/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 668 315 CHF | 672 667 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 690 681 CHF | 695 063 CHF | 98,94% | 98,94% |
07/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 430 000 | 430 000 | 428 956 | 428 956 | 661 769 CHF | 666 059 CHF | 100,00% | 100,00% |