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 | 0,60% | 1,64 CHF | 1,65 CHF | 305 000 | 305 000 | 299 839 | 299 839 | 502 355 CHF | 505 354 CHF | 95,48% | 95,48% |
19/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 300 000 | 299 953 | 299 953 | 499 715 CHF | 502 714 CHF | 90,85% | 90,85% |
18/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 290 000 | 290 000 | 288 133 | 288 133 | 523 138 CHF | 526 019 CHF | 96,68% | 96,68% |
15/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 285 000 | 285 000 | 283 417 | 283 417 | 529 083 CHF | 531 917 CHF | 94,80% | 94,80% |
14/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 285 000 | 285 000 | 277 980 | 277 980 | 534 894 CHF | 537 674 CHF | 88,02% | 88,02% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 300 000 | 300 000 | 297 500 | 297 500 | 503 870 CHF | 506 845 CHF | 96,07% | 96,07% |
12/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 300 000 | 300 000 | 291 864 | 291 864 | 513 735 CHF | 516 654 CHF | 96,29% | 96,29% |
11/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 285 000 | 285 000 | 283 793 | 283 793 | 524 052 CHF | 526 890 CHF | 97,35% | 97,35% |
08/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 290 000 | 290 000 | 287 628 | 287 628 | 521 359 CHF | 524 235 CHF | 94,22% | 94,22% |
07/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 280 000 | 280 000 | 283 322 | 283 322 | 524 201 CHF | 527 034 CHF | 96,16% | 96,16% |