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 | 0,68% | 1,48 CHF | 1,49 CHF | 330 000 | 330 000 | 323 782 | 323 782 | 477 660 CHF | 480 898 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 476 881 CHF | 480 115 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 462 106 CHF | 465 286 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 455 660 CHF | 458 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 320 000 | 320 000 | 321 003 | 321 003 | 473 559 CHF | 476 769 CHF | 99,20% | 99,20% |
13/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 330 000 | 330 000 | 322 973 | 322 973 | 478 603 CHF | 481 833 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 320 000 | 320 000 | 314 995 | 314 995 | 454 777 CHF | 457 927 CHF | 99,32% | 99,32% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 454 027 CHF | 457 171 CHF | 99,93% | 99,93% |
08/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 320 000 | 320 000 | 315 100 | 315 100 | 458 071 CHF | 461 222 CHF | 98,59% | 98,59% |
07/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 305 000 | 305 000 | 304 031 | 304 031 | 428 816 CHF | 431 857 CHF | 100,00% | 100,00% |