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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 325 000 | 325 000 | 325 438 | 325 438 | 582 179 CHF | 585 434 CHF | 100,00% | 100,00% |
22/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 330 000 | 330 000 | 330 737 | 330 737 | 594 571 CHF | 597 878 CHF | 100,00% | 100,00% |
20/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 330 000 | 330 000 | 323 783 | 323 783 | 577 764 CHF | 581 001 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 576 350 CHF | 579 585 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 560 512 CHF | 563 692 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 553 253 CHF | 556 399 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 320 000 | 320 000 | 320 996 | 320 996 | 572 930 CHF | 576 140 CHF | 98,98% | 98,98% |
13/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 330 000 | 330 000 | 322 975 | 322 975 | 578 623 CHF | 581 853 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 320 000 | 320 000 | 314 967 | 314 967 | 552 300 CHF | 555 450 CHF | 96,96% | 96,96% |
11/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 551 356 CHF | 554 500 CHF | 99,93% | 99,93% |