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 | 0,46% | 2,22 CHF | 2,23 CHF | 750 000 | 750 000 | 334 568 | 334 568 | 740 645 CHF | 743 997 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 750 000 | 750 000 | 317 235 | 317 235 | 691 788 CHF | 694 969 CHF | 99,88% | 99,88% |
18/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 750 000 | 750 000 | 334 005 | 334 005 | 738 393 CHF | 741 738 CHF | 98,23% | 98,23% |
15/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 750 000 | 750 000 | 313 759 | 313 759 | 693 576 CHF | 696 719 CHF | 99,71% | 99,71% |
14/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 650 000 | 650 000 | 299 625 | 299 625 | 644 263 CHF | 647 265 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 650 000 | 650 000 | 291 019 | 291 019 | 616 111 CHF | 619 027 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 650 000 | 650 000 | 290 417 | 290 417 | 613 777 CHF | 616 686 CHF | 99,92% | 99,92% |
11/11/2024 | 0,50% | 2,10 CHF | 2,11 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 570 541 CHF | 573 314 CHF | 99,90% | 99,90% |
08/11/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 600 000 | 600 000 | 255 785 | 255 785 | 506 044 CHF | 508 607 CHF | 98,92% | 98,92% |
07/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 550 000 | 550 000 | 199 484 | 199 484 | 382 674 CHF | 384 671 CHF | 97,44% | 97,44% |