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 | 0,67% | 1,46 CHF | 1,47 CHF | 305 000 | 305 000 | 299 947 | 299 947 | 449 160 CHF | 452 159 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 300 000 | 300 000 | 300 113 | 300 113 | 446 664 CHF | 449 665 CHF | 99,27% | 99,27% |
18/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 471 805 CHF | 474 687 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 285 000 | 285 000 | 283 482 | 283 482 | 478 685 CHF | 481 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 285 000 | 285 000 | 278 060 | 278 060 | 485 651 CHF | 488 431 CHF | 99,39% | 99,39% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 300 000 | 297 582 | 297 582 | 450 848 CHF | 453 824 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 300 000 | 300 000 | 291 926 | 291 926 | 461 630 CHF | 464 550 CHF | 99,25% | 99,25% |
11/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 473 447 CHF | 476 285 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 470 102 CHF | 472 979 CHF | 98,89% | 98,89% |
07/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 280 000 | 280 000 | 283 392 | 283 392 | 473 476 CHF | 476 310 CHF | 100,00% | 100,00% |