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 | 0,51% | 2,07 CHF | 2,08 CHF | 307 100 | 307 100 | 322 824 | 322 824 | 632 434 CHF | 635 663 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 324 900 | 324 900 | 340 566 | 340 566 | 663 730 CHF | 667 136 CHF | 98,78% | 98,78% |
18/11/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 342 700 | 342 700 | 378 103 | 378 103 | 661 870 CHF | 665 651 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 382 800 | 382 800 | 387 720 | 387 720 | 618 044 CHF | 621 922 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,62 CHF | 1,63 CHF | 388 300 | 388 300 | 350 032 | 350 032 | 526 947 CHF | 530 447 CHF | 99,91% | 99,91% |
13/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 345 000 | 345 000 | 336 038 | 336 038 | 625 665 CHF | 629 025 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 334 900 | 334 900 | 316 207 | 316 207 | 575 479 CHF | 578 641 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 1,92 CHF | 1,93 CHF | 313 700 | 313 700 | 249 402 | 249 390 | 560 780 CHF | 563 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 241 000 | 241 000 | 240 116 | 240 114 | 632 497 CHF | 634 893 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,71 CHF | 2,72 CHF | 240 000 | 240 000 | 262 281 | 262 281 | 657 290 CHF | 659 913 CHF | 99,90% | 99,90% |