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 | 0,95% | 0,99 CHF | 1,00 CHF | 843 200 | 843 200 | 843 200 | 843 200 | 880 212 CHF | 888 644 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 802 900 | 802 900 | 802 900 | 802 900 | 791 367 CHF | 799 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 807 700 | 807 700 | 807 700 | 807 700 | 864 343 CHF | 872 420 CHF | 98,94% | 98,94% |
15/11/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 774 300 | 774 300 | 774 300 | 774 300 | 866 136 CHF | 873 879 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 844 200 | 844 200 | 844 200 | 844 200 | 937 117 CHF | 945 559 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 835 200 | 835 200 | 835 200 | 835 200 | 858 330 CHF | 866 682 CHF | 99,46% | 99,46% |
12/11/2024 | 0,85% | 1,04 CHF | 1,05 CHF | 672 900 | 672 900 | 672 900 | 672 900 | 794 131 CHF | 800 860 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 727 600 | 727 600 | 727 450 | 727 450 | 970 422 CHF | 977 698 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 666 700 | 666 700 | 666 700 | 666 700 | 839 774 CHF | 846 441 CHF | 99,87% | 99,87% |
07/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 701 400 | 701 400 | 701 400 | 701 400 | 933 900 CHF | 940 914 CHF | 99,68% | 99,68% |