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% | 1,51 CHF | 1,52 CHF | 293 600 | 293 600 | 293 600 | 293 600 | 473 525 CHF | 476 461 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 271 500 | 271 500 | 271 500 | 271 500 | 409 511 CHF | 412 226 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 268 500 | 268 500 | 268 499 | 268 499 | 452 337 CHF | 455 022 CHF | 99,03% | 99,03% |
15/11/2024 | 0,55% | 1,73 CHF | 1,74 CHF | 248 700 | 248 700 | 248 700 | 248 700 | 449 651 CHF | 452 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 291 600 | 291 600 | 291 600 | 291 600 | 528 388 CHF | 531 304 CHF | 99,08% | 99,08% |
13/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 289 000 | 289 000 | 289 000 | 289 000 | 456 339 CHF | 459 229 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 1,60 CHF | 1,61 CHF | 228 800 | 228 800 | 228 800 | 228 800 | 423 656 CHF | 425 944 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 249 900 | 249 900 | 249 900 | 249 900 | 523 381 CHF | 525 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,88 CHF | 1,89 CHF | 226 600 | 226 600 | 226 600 | 226 600 | 439 498 CHF | 441 764 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 248 000 | 248 000 | 248 000 | 248 000 | 509 582 CHF | 512 062 CHF | 99,68% | 99,68% |