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 | 0,58% | 1,70 CHF | 1,71 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 519 674 CHF | 522 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 300 000 | 300 000 | 300 112 | 300 112 | 517 172 CHF | 520 173 CHF | 99,30% | 99,30% |
18/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 290 000 | 290 000 | 288 154 | 288 154 | 539 736 CHF | 542 617 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 285 000 | 285 000 | 283 480 | 283 480 | 545 558 CHF | 548 393 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 285 000 | 285 000 | 278 063 | 278 063 | 551 124 CHF | 553 905 CHF | 99,39% | 99,39% |
13/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 300 000 | 297 583 | 297 583 | 521 068 CHF | 524 044 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 300 000 | 300 000 | 291 925 | 291 925 | 530 548 CHF | 533 467 CHF | 99,28% | 99,28% |
11/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 540 492 CHF | 543 330 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 537 922 CHF | 540 799 CHF | 98,92% | 98,92% |
07/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 280 000 | 280 000 | 283 395 | 283 395 | 540 654 CHF | 543 488 CHF | 100,00% | 100,00% |