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 | 1,24% | 0,75 CHF | 0,76 CHF | 587 100 | 587 100 | 587 100 | 587 100 | 472 162 CHF | 478 033 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 543 000 | 543 000 | 543 000 | 543 000 | 407 669 CHF | 413 099 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 536 900 | 536 900 | 536 899 | 536 899 | 452 339 CHF | 457 708 CHF | 99,05% | 99,05% |
15/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 497 400 | 497 400 | 497 400 | 497 400 | 451 414 CHF | 456 388 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 583 200 | 583 200 | 583 200 | 583 200 | 530 185 CHF | 536 017 CHF | 99,08% | 99,08% |
13/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 577 900 | 577 900 | 577 900 | 577 900 | 454 356 CHF | 460 135 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,80 CHF | 0,81 CHF | 457 500 | 457 500 | 457 500 | 457 500 | 422 602 CHF | 427 177 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 499 700 | 499 700 | 499 700 | 499 700 | 525 181 CHF | 530 178 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 453 100 | 453 100 | 453 100 | 453 100 | 439 078 CHF | 443 609 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 495 900 | 495 900 | 495 900 | 495 900 | 510 829 CHF | 515 788 CHF | 99,68% | 99,68% |