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 | 0,50% | 2,04 CHF | 2,05 CHF | 750 000 | 750 000 | 334 567 | 334 567 | 680 534 CHF | 683 886 CHF | 99,90% | 99,90% |
19/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 750 000 | 750 000 | 317 189 | 317 189 | 634 750 CHF | 637 930 CHF | 99,88% | 99,88% |
18/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 750 000 | 750 000 | 334 004 | 334 004 | 678 195 CHF | 681 539 CHF | 98,23% | 98,23% |
15/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 750 000 | 750 000 | 313 759 | 313 759 | 636 958 CHF | 640 101 CHF | 99,71% | 99,71% |
14/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 650 000 | 650 000 | 299 610 | 299 610 | 590 211 CHF | 593 213 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 650 000 | 650 000 | 291 009 | 291 009 | 563 822 CHF | 566 737 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 650 000 | 650 000 | 290 384 | 290 384 | 561 634 CHF | 564 543 CHF | 99,92% | 99,92% |
11/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 521 028 CHF | 523 800 CHF | 99,90% | 99,90% |
08/11/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 600 000 | 600 000 | 255 767 | 255 767 | 460 705 CHF | 463 267 CHF | 98,94% | 98,94% |
07/11/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 550 000 | 550 000 | 199 526 | 199 526 | 347 345 CHF | 349 343 CHF | 97,44% | 97,44% |