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 | 0,65% | 1,55 CHF | 1,56 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 499 827 CHF | 503 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 325 000 | 325 000 | 323 414 | 323 414 | 498 561 CHF | 501 795 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 483 799 CHF | 486 980 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 476 844 CHF | 479 990 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 320 000 | 320 000 | 321 006 | 321 006 | 495 327 CHF | 498 537 CHF | 99,34% | 99,34% |
13/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 330 000 | 330 000 | 322 973 | 322 973 | 500 440 CHF | 503 670 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 320 000 | 320 000 | 315 012 | 315 012 | 476 469 CHF | 479 620 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 475 354 CHF | 478 498 CHF | 99,93% | 99,93% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 320 000 | 320 000 | 315 066 | 315 066 | 479 480 CHF | 482 630 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 305 000 | 305 000 | 304 033 | 304 033 | 449 717 CHF | 452 757 CHF | 100,00% | 100,00% |