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 | 0,39% | 2,63 CHF | 2,64 CHF | 750 000 | 750 000 | 334 572 | 334 572 | 878 547 CHF | 881 899 CHF | 99,90% | 99,90% |
19/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 750 000 | 750 000 | 317 238 | 317 238 | 821 834 CHF | 825 014 CHF | 99,88% | 99,88% |
18/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 750 000 | 750 000 | 334 008 | 334 008 | 875 978 CHF | 879 322 CHF | 98,23% | 98,23% |
15/11/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 750 000 | 750 000 | 313 761 | 313 761 | 823 129 CHF | 826 271 CHF | 99,71% | 99,71% |
14/11/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 650 000 | 650 000 | 299 624 | 299 624 | 767 446 CHF | 770 448 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 650 000 | 650 000 | 291 034 | 291 034 | 734 851 CHF | 737 767 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 650 000 | 650 000 | 290 415 | 290 415 | 731 564 CHF | 734 473 CHF | 99,90% | 99,90% |
11/11/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 681 943 CHF | 684 715 CHF | 99,90% | 99,90% |
08/11/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 600 000 | 600 000 | 255 805 | 255 805 | 608 186 CHF | 610 749 CHF | 98,91% | 98,91% |
07/11/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 550 000 | 550 000 | 199 487 | 199 487 | 461 807 CHF | 463 804 CHF | 97,44% | 97,44% |