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 | 0,44% | 2,31 CHF | 2,32 CHF | 750 000 | 750 000 | 334 552 | 334 552 | 770 789 CHF | 774 140 CHF | 99,90% | 99,90% |
19/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 750 000 | 750 000 | 317 219 | 317 219 | 720 290 CHF | 723 470 CHF | 99,91% | 99,91% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 750 000 | 750 000 | 333 983 | 333 983 | 768 506 CHF | 771 850 CHF | 98,22% | 98,22% |
15/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 750 000 | 750 000 | 313 746 | 313 746 | 721 882 CHF | 725 024 CHF | 99,71% | 99,71% |
14/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 650 000 | 650 000 | 299 622 | 299 622 | 671 360 CHF | 674 362 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 650 000 | 650 000 | 291 023 | 291 023 | 642 308 CHF | 645 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 650 000 | 650 000 | 290 371 | 290 371 | 639 741 CHF | 642 650 CHF | 99,93% | 99,93% |
11/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 650 000 | 650 000 | 276 702 | 276 702 | 595 264 CHF | 598 036 CHF | 99,90% | 99,90% |
08/11/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 600 000 | 600 000 | 255 728 | 255 728 | 528 782 CHF | 531 344 CHF | 98,97% | 98,97% |
07/11/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 550 000 | 550 000 | 199 487 | 199 487 | 400 416 CHF | 402 413 CHF | 97,44% | 97,44% |