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 | 0,38% | 2,66 CHF | 2,67 CHF | 750 000 | 750 000 | 334 564 | 334 564 | 889 816 CHF | 893 168 CHF | 99,90% | 99,90% |
19/11/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 750 000 | 750 000 | 317 225 | 317 225 | 833 478 CHF | 836 659 CHF | 99,90% | 99,90% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 750 000 | 750 000 | 333 997 | 333 997 | 887 217 CHF | 890 562 CHF | 98,23% | 98,23% |
15/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 750 000 | 750 000 | 313 756 | 313 756 | 834 048 CHF | 837 190 CHF | 99,71% | 99,71% |
14/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 650 000 | 650 000 | 299 610 | 299 610 | 778 527 CHF | 781 528 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 650 000 | 650 000 | 291 019 | 291 019 | 745 478 CHF | 748 393 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 650 000 | 650 000 | 290 404 | 290 404 | 742 456 CHF | 745 365 CHF | 99,93% | 99,93% |
11/11/2024 | 0,41% | 2,54 CHF | 2,55 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 693 118 CHF | 695 890 CHF | 99,90% | 99,90% |
08/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 600 000 | 600 000 | 255 759 | 255 759 | 618 635 CHF | 621 197 CHF | 98,95% | 98,95% |
07/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 550 000 | 550 000 | 199 459 | 199 459 | 470 448 CHF | 472 444 CHF | 97,44% | 97,44% |