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 | 0,45% | 2,25 CHF | 2,26 CHF | 750 000 | 750 000 | 334 566 | 334 566 | 750 548 CHF | 753 900 CHF | 99,90% | 99,90% |
19/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 750 000 | 750 000 | 317 236 | 317 236 | 701 208 CHF | 704 389 CHF | 99,87% | 99,87% |
18/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 750 000 | 750 000 | 334 001 | 334 001 | 748 254 CHF | 751 599 CHF | 98,23% | 98,23% |
15/11/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 750 000 | 750 000 | 313 759 | 313 759 | 702 864 CHF | 706 006 CHF | 99,71% | 99,71% |
14/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 650 000 | 650 000 | 299 606 | 299 606 | 652 742 CHF | 655 743 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 650 000 | 650 000 | 291 037 | 291 037 | 623 902 CHF | 626 818 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 650 000 | 650 000 | 290 469 | 290 469 | 621 216 CHF | 624 127 CHF | 99,89% | 99,89% |
11/11/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 576 842 CHF | 579 614 CHF | 99,90% | 99,90% |
08/11/2024 | 0,51% | 2,04 CHF | 2,05 CHF | 600 000 | 600 000 | 255 781 | 255 781 | 511 460 CHF | 514 022 CHF | 98,93% | 98,93% |
07/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 550 000 | 550 000 | 199 460 | 199 460 | 386 596 CHF | 388 593 CHF | 97,44% | 97,44% |