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 | 0,40% | 2,53 CHF | 2,54 CHF | 750 000 | 750 000 | 334 576 | 334 576 | 846 423 CHF | 849 775 CHF | 99,90% | 99,90% |
19/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 750 000 | 750 000 | 317 251 | 317 251 | 792 462 CHF | 795 643 CHF | 99,83% | 99,83% |
18/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 750 000 | 750 000 | 334 011 | 334 011 | 843 965 CHF | 847 309 CHF | 98,23% | 98,23% |
15/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 750 000 | 750 000 | 313 763 | 313 763 | 793 253 CHF | 796 395 CHF | 99,71% | 99,71% |
14/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 650 000 | 650 000 | 299 611 | 299 611 | 739 216 CHF | 742 217 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 650 000 | 650 000 | 291 039 | 291 039 | 707 071 CHF | 709 987 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 650 000 | 650 000 | 290 499 | 290 499 | 704 580 CHF | 707 490 CHF | 99,86% | 99,86% |
11/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 655 893 CHF | 658 665 CHF | 99,90% | 99,90% |
08/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 600 000 | 600 000 | 255 841 | 255 841 | 584 359 CHF | 586 922 CHF | 98,88% | 98,88% |
07/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 550 000 | 550 000 | 199 460 | 199 460 | 443 073 CHF | 445 070 CHF | 97,44% | 97,44% |