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 | 0,57% | 1,75 CHF | 1,76 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 564 546 CHF | 567 784 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 563 081 CHF | 566 315 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 320 000 | 320 000 | 318 031 | 318 031 | 547 569 CHF | 550 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 540 122 CHF | 543 268 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 320 000 | 320 000 | 321 005 | 321 005 | 559 775 CHF | 562 985 CHF | 99,34% | 99,34% |
13/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 330 000 | 330 000 | 322 974 | 322 974 | 565 313 CHF | 568 543 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 320 000 | 320 000 | 315 013 | 315 013 | 539 531 CHF | 542 682 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 538 528 CHF | 541 672 CHF | 99,93% | 99,93% |
08/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 320 000 | 320 000 | 315 072 | 315 072 | 542 838 CHF | 545 989 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 305 000 | 305 000 | 304 033 | 304 033 | 511 252 CHF | 514 292 CHF | 100,00% | 100,00% |