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 | 0,49% | 2,06 CHF | 2,07 CHF | 550 000 | 550 000 | 532 025 | 532 025 | 1 081 740 CHF | 1 087 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 530 000 | 530 000 | 528 212 | 528 212 | 1 066 690 CHF | 1 071 970 CHF | 99,88% | 99,88% |
18/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 1 068 320 CHF | 1 073 590 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 1 043 090 CHF | 1 048 280 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 520 000 | 520 000 | 525 224 | 525 224 | 1 059 340 CHF | 1 064 600 CHF | 99,04% | 99,04% |
13/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 1 038 900 CHF | 1 044 090 CHF | 99,00% | 99,00% |
12/11/2024 | 0,56% | 1,98 CHF | 1,99 CHF | 520 000 | 520 000 | 479 014 | 479 014 | 910 618 CHF | 915 560 CHF | 97,80% | 97,80% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 440 000 | 440 000 | 435 190 | 435 190 | 709 293 CHF | 713 645 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 731 996 CHF | 736 378 CHF | 98,91% | 98,91% |
07/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 430 000 | 430 000 | 428 952 | 428 952 | 702 169 CHF | 706 459 CHF | 100,00% | 100,00% |