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 | 1,00% | 78,54 CHF | 79,33 CHF | 12 420 | 12 500 | 12 469 | 12 354 | 972 850 CHF | 973 633 CHF | 99,95% | 99,95% |
19/11/2024 | 1,00% | 76,51 CHF | 77,28 CHF | 11 960 | 11 155 | 12 286 | 11 234 | 936 038 CHF | 864 493 CHF | 99,87% | 99,87% |
18/11/2024 | 1,00% | 76,63 CHF | 77,40 CHF | 12 500 | 10 317 | 12 500 | 12 076 | 948 304 CHF | 925 334 CHF | 99,99% | 99,99% |
15/11/2024 | 1,00% | 74,44 CHF | 75,19 CHF | 12 240 | 11 887 | 12 338 | 12 314 | 918 460 CHF | 925 927 CHF | 99,95% | 99,95% |
14/11/2024 | 1,00% | 73,20 CHF | 73,94 CHF | 12 500 | 12 500 | 12 407 | 12 396 | 939 760 CHF | 948 286 CHF | 97,58% | 97,58% |
13/11/2024 | 1,00% | 77,63 CHF | 78,41 CHF | 11 539 | 11 682 | 12 397 | 11 853 | 913 452 CHF | 882 268 CHF | 99,58% | 99,58% |
12/11/2024 | 1,00% | 71,29 CHF | 72,01 CHF | 10 333 | 11 945 | 10 983 | 12 203 | 795 386 CHF | 892 146 CHF | 99,98% | 99,98% |
11/11/2024 | 1,00% | 70,24 CHF | 70,95 CHF | 10 120 | 11 567 | 10 804 | 11 821 | 734 570 CHF | 812 026 CHF | 99,95% | 99,95% |
08/11/2024 | 1,00% | 62,90 CHF | 63,53 CHF | 11 948 | 12 500 | 12 439 | 12 500 | 777 164 CHF | 788 880 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 62,29 CHF | 62,92 CHF | 10 715 | 11 760 | 11 726 | 11 897 | 724 584 CHF | 742 551 CHF | 99,99% | 99,99% |