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 | 0,53% | 1,90 CHF | 1,91 CHF | 277 400 | 277 400 | 271 900 | 271 900 | 510 651 CHF | 513 370 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 266 100 | 266 100 | 272 742 | 272 735 | 532 833 CHF | 535 548 CHF | 98,78% | 98,78% |
18/11/2024 | 0,54% | 1,94 CHF | 1,95 CHF | 279 900 | 279 900 | 280 776 | 280 776 | 521 520 CHF | 524 327 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 281 700 | 281 700 | 290 691 | 290 691 | 520 949 CHF | 523 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 286 532 | 286 532 | 480 441 CHF | 483 307 CHF | 99,91% | 99,91% |
13/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 272 300 | 272 300 | 278 747 | 278 747 | 522 376 CHF | 525 163 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 285 500 | 285 500 | 272 948 | 272 948 | 485 369 CHF | 488 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,78 CHF | 1,79 CHF | 259 700 | 259 700 | 256 682 | 256 682 | 494 928 CHF | 497 495 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 253 500 | 253 500 | 258 671 | 258 671 | 525 745 CHF | 528 332 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,10 CHF | 2,11 CHF | 264 100 | 264 100 | 255 499 | 255 499 | 510 969 CHF | 513 524 CHF | 99,41% | 99,41% |