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 | 0,56% | 1,89 CHF | 1,90 CHF | 294 100 | 294 100 | 297 993 | 297 993 | 528 500 CHF | 531 480 CHF | 99,45% | 99,45% |
19/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 300 700 | 300 700 | 292 154 | 292 154 | 498 096 CHF | 501 018 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 286 500 | 286 500 | 296 314 | 296 314 | 522 824 CHF | 525 787 CHF | 98,78% | 98,78% |
15/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 303 000 | 303 000 | 289 900 | 289 900 | 505 822 CHF | 508 721 CHF | 98,67% | 98,67% |
14/11/2024 | 0,54% | 1,72 CHF | 1,73 CHF | 281 500 | 281 500 | 312 590 | 312 590 | 574 071 CHF | 577 197 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,72 CHF | 1,73 CHF | 333 300 | 333 300 | 329 098 | 329 098 | 524 199 CHF | 527 490 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 326 300 | 326 300 | 339 218 | 339 218 | 534 508 CHF | 537 901 CHF | 99,82% | 99,82% |
11/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 347 800 | 347 800 | 397 574 | 397 574 | 577 793 CHF | 581 769 CHF | 99,74% | 99,74% |
08/11/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 430 200 | 430 200 | 431 873 | 431 873 | 519 082 CHF | 523 401 CHF | 99,16% | 99,16% |
07/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 433 100 | 433 100 | 392 644 | 392 644 | 466 294 CHF | 470 221 CHF | 99,96% | 99,96% |