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 | 0,41% | 2,48 CHF | 2,49 CHF | 750 000 | 750 000 | 334 553 | 334 553 | 830 396 CHF | 833 748 CHF | 99,90% | 99,90% |
19/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 750 000 | 750 000 | 317 220 | 317 220 | 777 270 CHF | 780 451 CHF | 99,91% | 99,91% |
18/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 750 000 | 750 000 | 333 986 | 333 986 | 828 368 CHF | 831 712 CHF | 98,22% | 98,22% |
15/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 750 000 | 750 000 | 313 746 | 313 746 | 778 314 CHF | 781 457 CHF | 99,71% | 99,71% |
14/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 650 000 | 650 000 | 299 602 | 299 602 | 725 239 CHF | 728 241 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 650 000 | 650 000 | 291 013 | 291 013 | 694 362 CHF | 697 277 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 650 000 | 650 000 | 290 422 | 290 422 | 691 562 CHF | 694 472 CHF | 99,93% | 99,93% |
11/11/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 650 000 | 650 000 | 276 715 | 276 715 | 644 505 CHF | 647 277 CHF | 99,90% | 99,90% |
08/11/2024 | 0,46% | 2,28 CHF | 2,29 CHF | 600 000 | 600 000 | 255 732 | 255 732 | 574 410 CHF | 576 972 CHF | 98,97% | 98,97% |
07/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 550 000 | 550 000 | 199 460 | 199 460 | 435 600 CHF | 437 597 CHF | 97,44% | 97,44% |