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 | 0,44% | 2,34 CHF | 2,35 CHF | 750 000 | 750 000 | 334 573 | 334 573 | 782 055 CHF | 785 407 CHF | 99,90% | 99,90% |
19/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 750 000 | 750 000 | 317 244 | 317 244 | 730 957 CHF | 734 138 CHF | 99,86% | 99,86% |
18/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 750 000 | 750 000 | 334 010 | 334 010 | 779 473 CHF | 782 817 CHF | 98,23% | 98,23% |
15/11/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 750 000 | 750 000 | 313 759 | 313 759 | 732 423 CHF | 735 566 CHF | 99,71% | 99,71% |
14/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 650 000 | 650 000 | 299 608 | 299 608 | 680 678 CHF | 683 679 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 650 000 | 650 000 | 291 050 | 291 050 | 651 147 CHF | 654 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 650 000 | 650 000 | 290 437 | 290 437 | 648 542 CHF | 651 452 CHF | 99,88% | 99,88% |
11/11/2024 | 0,47% | 2,21 CHF | 2,22 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 602 572 CHF | 605 344 CHF | 99,90% | 99,90% |
08/11/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 600 000 | 600 000 | 255 826 | 255 826 | 535 353 CHF | 537 916 CHF | 98,90% | 98,90% |
07/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 550 000 | 550 000 | 199 507 | 199 507 | 405 090 CHF | 407 087 CHF | 97,44% | 97,44% |