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 | 1,13% | 0,94 CHF | 0,95 CHF | 588 100 | 588 100 | 595 946 | 595 946 | 525 308 CHF | 531 267 CHF | 99,45% | 99,45% |
19/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 601 300 | 601 300 | 584 209 | 584 209 | 494 971 CHF | 500 814 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 573 000 | 573 000 | 592 627 | 592 627 | 519 939 CHF | 525 865 CHF | 98,78% | 98,78% |
15/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 606 000 | 606 000 | 579 800 | 579 800 | 502 837 CHF | 508 635 CHF | 98,67% | 98,67% |
14/11/2024 | 1,09% | 0,86 CHF | 0,87 CHF | 563 000 | 563 000 | 625 120 | 625 120 | 570 906 CHF | 577 157 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 0,85 CHF | 0,86 CHF | 666 600 | 666 600 | 658 136 | 658 136 | 520 994 CHF | 527 575 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 652 500 | 652 500 | 678 338 | 678 338 | 531 054 CHF | 537 837 CHF | 99,81% | 99,81% |
11/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 695 600 | 695 600 | 795 091 | 795 091 | 573 657 CHF | 581 608 CHF | 99,74% | 99,74% |
08/11/2024 | 1,67% | 0,64 CHF | 0,65 CHF | 860 400 | 860 400 | 863 746 | 863 746 | 514 832 CHF | 523 470 CHF | 99,16% | 99,16% |
07/11/2024 | 1,68% | 0,56 CHF | 0,57 CHF | 866 100 | 866 100 | 785 248 | 785 248 | 462 400 CHF | 470 253 CHF | 99,96% | 99,96% |