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 | 1,42% | 0,69 CHF | 0,70 CHF | 385 600 | 385 600 | 379 835 | 379 835 | 264 994 CHF | 268 792 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 376 100 | 376 100 | 390 443 | 390 443 | 280 692 CHF | 284 596 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 400 000 | 400 000 | 399 339 | 399 339 | 274 292 CHF | 278 286 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 399 100 | 399 100 | 402 283 | 402 283 | 273 366 CHF | 277 389 CHF | 98,67% | 98,67% |
14/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 404 300 | 404 300 | 382 085 | 382 085 | 257 299 CHF | 261 120 CHF | 99,91% | 99,91% |
13/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 367 600 | 367 600 | 364 536 | 364 536 | 264 729 CHF | 268 375 CHF | 100,00% | 100,00% |
12/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 362 600 | 362 600 | 359 054 | 359 054 | 264 655 CHF | 268 245 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 356 700 | 356 700 | 334 936 | 334 936 | 253 711 CHF | 257 060 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 320 600 | 320 600 | 327 770 | 327 770 | 272 124 CHF | 275 402 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 332 600 | 332 600 | 336 106 | 336 106 | 270 769 CHF | 274 130 CHF | 100,00% | 100,00% |