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 | 0,94% | 1,11 CHF | 1,12 CHF | 630 900 | 630 900 | 637 367 | 637 367 | 672 235 CHF | 678 608 CHF | 99,42% | 99,42% |
19/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 641 800 | 641 800 | 627 898 | 627 898 | 642 373 CHF | 648 652 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 618 700 | 618 700 | 634 854 | 634 854 | 667 200 CHF | 673 548 CHF | 98,75% | 98,75% |
15/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 645 900 | 645 900 | 624 635 | 624 635 | 650 863 CHF | 657 109 CHF | 98,67% | 98,67% |
14/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 611 100 | 611 100 | 662 417 | 662 417 | 717 304 CHF | 723 928 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 1,03 CHF | 1,04 CHF | 696 700 | 696 700 | 689 917 | 689 917 | 668 510 CHF | 675 409 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 685 500 | 685 500 | 706 178 | 706 178 | 678 362 CHF | 685 424 CHF | 99,78% | 99,78% |
11/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 720 000 | 720 000 | 798 459 | 798 459 | 720 434 CHF | 728 418 CHF | 99,72% | 99,72% |
08/11/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 850 000 | 850 000 | 852 509 | 852 509 | 663 293 CHF | 671 818 CHF | 99,15% | 99,15% |
07/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 854 300 | 854 300 | 793 549 | 793 549 | 612 150 CHF | 620 085 CHF | 100,00% | 100,00% |