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 | 0,62% | 1,54 CHF | 1,55 CHF | 466 500 | 466 500 | 466 500 | 466 500 | 752 026 CHF | 756 691 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 430 600 | 430 600 | 430 600 | 430 600 | 657 598 CHF | 661 904 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 434 300 | 434 300 | 434 300 | 434 300 | 719 332 CHF | 723 675 CHF | 97,80% | 97,80% |
15/11/2024 | 0,57% | 1,66 CHF | 1,67 CHF | 381 500 | 381 500 | 381 500 | 381 500 | 666 041 CHF | 669 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,95 CHF | 1,96 CHF | 404 600 | 404 600 | 404 600 | 404 600 | 750 632 CHF | 754 678 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 401 800 | 401 800 | 401 800 | 401 800 | 713 554 CHF | 717 572 CHF | 99,73% | 99,73% |
12/11/2024 | 0,51% | 1,81 CHF | 1,82 CHF | 342 800 | 342 800 | 342 800 | 342 800 | 677 381 CHF | 680 809 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 369 600 | 369 600 | 369 600 | 369 600 | 815 050 CHF | 818 746 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 335 800 | 335 800 | 335 800 | 335 800 | 691 501 CHF | 694 859 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 353 400 | 353 400 | 353 400 | 353 400 | 802 805 CHF | 806 339 CHF | 99,68% | 99,68% |