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 | 0,47% | 2,15 CHF | 2,16 CHF | 750 000 | 750 000 | 334 554 | 334 554 | 718 841 CHF | 722 193 CHF | 99,90% | 99,90% |
19/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 750 000 | 750 000 | 317 232 | 317 232 | 671 760 CHF | 674 941 CHF | 99,87% | 99,87% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 750 000 | 750 000 | 333 985 | 333 985 | 716 280 CHF | 719 625 CHF | 98,22% | 98,22% |
15/11/2024 | 0,48% | 2,17 CHF | 2,18 CHF | 750 000 | 750 000 | 313 746 | 313 746 | 673 106 CHF | 676 248 CHF | 99,71% | 99,71% |
14/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 650 000 | 650 000 | 299 620 | 299 620 | 624 148 CHF | 627 150 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 650 000 | 650 000 | 291 050 | 291 050 | 596 325 CHF | 599 241 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 650 000 | 650 000 | 290 465 | 290 465 | 594 057 CHF | 596 967 CHF | 99,89% | 99,89% |
11/11/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 650 000 | 650 000 | 276 715 | 276 715 | 550 941 CHF | 553 713 CHF | 99,90% | 99,90% |
08/11/2024 | 0,54% | 1,95 CHF | 1,96 CHF | 600 000 | 600 000 | 255 793 | 255 793 | 487 894 CHF | 490 457 CHF | 98,93% | 98,93% |
07/11/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 550 000 | 550 000 | 199 488 | 199 488 | 367 914 CHF | 369 911 CHF | 97,44% | 97,44% |