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 | 0,78% | 1,27 CHF | 1,28 CHF | 262 100 | 262 100 | 258 917 | 258 917 | 331 987 CHF | 334 576 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 256 800 | 256 800 | 264 876 | 264 876 | 347 361 CHF | 350 010 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 270 200 | 270 200 | 269 839 | 269 839 | 341 546 CHF | 344 244 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 269 800 | 269 800 | 271 514 | 271 514 | 340 354 CHF | 343 069 CHF | 98,67% | 98,67% |
14/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 272 600 | 272 600 | 260 373 | 260 373 | 324 130 CHF | 326 734 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 252 400 | 252 400 | 250 658 | 250 658 | 331 207 CHF | 333 714 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 249 600 | 249 600 | 247 556 | 247 556 | 330 627 CHF | 333 103 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 246 300 | 246 300 | 233 974 | 233 974 | 319 635 CHF | 321 975 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 225 900 | 225 900 | 230 058 | 230 058 | 337 620 CHF | 339 920 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 232 800 | 232 800 | 234 795 | 234 795 | 336 582 CHF | 338 930 CHF | 100,00% | 100,00% |