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 | 0,43% | 2,39 CHF | 2,40 CHF | 750 000 | 750 000 | 334 553 | 334 553 | 800 336 CHF | 803 688 CHF | 99,90% | 99,90% |
19/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 750 000 | 750 000 | 317 220 | 317 220 | 748 744 CHF | 751 925 CHF | 99,91% | 99,91% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 750 000 | 750 000 | 333 987 | 333 987 | 798 270 CHF | 801 614 CHF | 98,22% | 98,22% |
15/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 750 000 | 750 000 | 313 748 | 313 748 | 750 018 CHF | 753 160 CHF | 99,71% | 99,71% |
14/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 650 000 | 650 000 | 299 715 | 299 715 | 698 406 CHF | 701 408 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 650 000 | 650 000 | 291 028 | 291 028 | 668 255 CHF | 671 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 650 000 | 650 000 | 290 421 | 290 421 | 665 598 CHF | 668 508 CHF | 99,92% | 99,92% |
11/11/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 650 000 | 650 000 | 276 704 | 276 704 | 619 734 CHF | 622 506 CHF | 99,90% | 99,90% |
08/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 600 000 | 600 000 | 255 740 | 255 740 | 551 646 CHF | 554 208 CHF | 98,97% | 98,97% |
07/11/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 550 000 | 550 000 | 199 488 | 199 488 | 417 982 CHF | 419 979 CHF | 97,44% | 97,44% |