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 | 0,52% | 1,93 CHF | 1,94 CHF | 330 000 | 330 000 | 323 786 | 323 786 | 623 744 CHF | 626 982 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 622 805 CHF | 626 039 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 605 789 CHF | 608 969 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 315 000 | 315 000 | 314 626 | 314 626 | 598 670 CHF | 601 816 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 320 000 | 320 000 | 321 008 | 321 008 | 618 618 CHF | 621 829 CHF | 99,34% | 99,34% |
13/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 330 000 | 330 000 | 322 973 | 322 973 | 625 024 CHF | 628 254 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 320 000 | 320 000 | 315 011 | 315 011 | 597 504 CHF | 600 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 596 682 CHF | 599 827 CHF | 99,93% | 99,93% |
08/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 320 000 | 320 000 | 315 072 | 315 072 | 601 299 CHF | 604 450 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 305 000 | 305 000 | 304 031 | 304 031 | 567 650 CHF | 570 690 CHF | 100,00% | 100,00% |