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 | 0,75% | 1,28 CHF | 1,29 CHF | 238 100 | 238 100 | 105 489 | 105 489 | 141 190 CHF | 142 248 CHF | 99,90% | 99,90% |
19/11/2024 | 0,79% | 1,35 CHF | 1,36 CHF | 251 500 | 251 500 | 112 804 | 112 804 | 145 840 CHF | 146 970 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 243 600 | 243 600 | 108 496 | 108 496 | 149 505 CHF | 150 592 CHF | 99,90% | 99,90% |
15/11/2024 | 0,64% | 1,41 CHF | 1,42 CHF | 200 800 | 200 800 | 86 620 | 86 620 | 134 347 CHF | 135 220 CHF | 99,69% | 99,69% |
14/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 183 800 | 183 800 | 79 773 | 79 773 | 144 705 CHF | 145 504 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,74 CHF | 1,75 CHF | 201 500 | 201 500 | 90 577 | 90 577 | 149 622 CHF | 150 529 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 214 600 | 214 600 | 95 771 | 95 771 | 147 147 CHF | 148 106 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 208 700 | 208 700 | 92 574 | 92 574 | 146 520 CHF | 147 447 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 201 000 | 201 000 | 89 725 | 89 725 | 144 748 CHF | 145 647 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,67 CHF | 1,68 CHF | 212 200 | 212 200 | 94 767 | 94 767 | 151 351 CHF | 152 302 CHF | 99,33% | 99,33% |