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 | 0,48% | 2,12 CHF | 2,13 CHF | 750 000 | 750 000 | 334 575 | 334 575 | 709 849 CHF | 713 201 CHF | 99,90% | 99,90% |
19/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 750 000 | 750 000 | 317 252 | 317 252 | 663 208 CHF | 666 389 CHF | 99,85% | 99,85% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 750 000 | 750 000 | 334 011 | 334 011 | 707 731 CHF | 711 076 CHF | 98,23% | 98,23% |
15/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 750 000 | 750 000 | 313 761 | 313 761 | 664 964 CHF | 668 107 CHF | 99,71% | 99,71% |
14/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 650 000 | 650 000 | 299 608 | 299 608 | 617 009 CHF | 620 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 650 000 | 650 000 | 291 022 | 291 022 | 589 716 CHF | 592 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 650 000 | 650 000 | 290 473 | 290 473 | 587 524 CHF | 590 434 CHF | 99,88% | 99,88% |
11/11/2024 | 0,52% | 2,01 CHF | 2,02 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 545 507 CHF | 548 279 CHF | 99,90% | 99,90% |
08/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 600 000 | 600 000 | 255 820 | 255 820 | 483 188 CHF | 485 751 CHF | 98,90% | 98,90% |
07/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 550 000 | 550 000 | 199 487 | 199 487 | 364 779 CHF | 366 776 CHF | 97,44% | 97,44% |