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 | 0,42% | 2,44 CHF | 2,45 CHF | 750 000 | 750 000 | 334 568 | 334 568 | 815 308 CHF | 818 660 CHF | 99,90% | 99,90% |
19/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 750 000 | 750 000 | 317 252 | 317 252 | 761 881 CHF | 765 062 CHF | 99,83% | 99,83% |
18/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 750 000 | 750 000 | 334 005 | 334 005 | 812 625 CHF | 815 970 CHF | 98,23% | 98,23% |
15/11/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 750 000 | 750 000 | 313 757 | 313 757 | 763 484 CHF | 766 626 CHF | 99,71% | 99,71% |
14/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 650 000 | 650 000 | 299 600 | 299 600 | 710 354 CHF | 713 356 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 650 000 | 650 000 | 291 032 | 291 032 | 679 901 CHF | 682 817 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 650 000 | 650 000 | 290 491 | 290 491 | 677 147 CHF | 680 058 CHF | 99,87% | 99,87% |
11/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 650 000 | 650 000 | 276 723 | 276 723 | 629 841 CHF | 632 613 CHF | 99,90% | 99,90% |
08/11/2024 | 0,47% | 2,23 CHF | 2,24 CHF | 600 000 | 600 000 | 255 798 | 255 798 | 560 093 CHF | 562 655 CHF | 98,92% | 98,92% |
07/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 550 000 | 550 000 | 199 509 | 199 509 | 424 560 CHF | 426 557 CHF | 97,44% | 97,44% |