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 | 0,76% | 1,27 CHF | 1,28 CHF | 298 900 | 298 900 | 132 491 | 132 491 | 174 029 CHF | 175 358 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 1,32 CHF | 1,33 CHF | 311 500 | 311 500 | 139 689 | 139 689 | 178 247 CHF | 179 646 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 303 200 | 303 200 | 135 035 | 135 035 | 181 469 CHF | 182 822 CHF | 99,90% | 99,90% |
15/11/2024 | 0,68% | 1,37 CHF | 1,38 CHF | 263 200 | 263 200 | 113 587 | 113 587 | 167 198 CHF | 168 342 CHF | 99,69% | 99,69% |
14/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 244 200 | 244 200 | 106 016 | 106 016 | 176 718 CHF | 177 780 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 1,61 CHF | 1,62 CHF | 261 800 | 261 800 | 117 744 | 117 744 | 181 692 CHF | 182 871 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 276 200 | 276 200 | 123 243 | 123 243 | 179 372 CHF | 180 607 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 270 500 | 270 500 | 119 990 | 119 990 | 178 670 CHF | 179 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 263 100 | 263 100 | 117 441 | 117 441 | 177 268 CHF | 178 445 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,55 CHF | 1,56 CHF | 274 100 | 274 100 | 122 401 | 122 401 | 183 250 CHF | 184 478 CHF | 99,33% | 99,33% |