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 | 0,90% | 1,07 CHF | 1,08 CHF | 826 700 | 826 700 | 826 700 | 826 700 | 918 951 CHF | 927 218 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 777 200 | 777 200 | 777 200 | 777 200 | 825 840 CHF | 833 612 CHF | 99,98% | 99,98% |
18/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 782 300 | 782 300 | 782 300 | 782 300 | 886 340 CHF | 894 163 CHF | 97,79% | 97,79% |
15/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 708 300 | 708 300 | 708 300 | 708 300 | 836 562 CHF | 843 645 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 741 700 | 741 700 | 741 700 | 741 700 | 920 269 CHF | 927 686 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 737 800 | 737 800 | 737 800 | 737 800 | 882 425 CHF | 889 803 CHF | 99,73% | 99,73% |
12/11/2024 | 0,76% | 1,21 CHF | 1,22 CHF | 653 500 | 653 500 | 653 500 | 653 500 | 852 124 CHF | 858 659 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 693 200 | 693 200 | 693 200 | 693 200 | 990 783 CHF | 997 715 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 644 000 | 644 000 | 644 000 | 644 000 | 867 912 CHF | 874 352 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 670 100 | 670 100 | 670 100 | 670 100 | 980 594 CHF | 987 295 CHF | 99,68% | 99,68% |