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 | 1,84% | 0,57 CHF | 0,58 CHF | 709 000 | 709 000 | 384 826 | 384 826 | 212 897 CHF | 216 758 CHF | 99,89% | 99,89% |
19/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 695 900 | 695 900 | 385 272 | 385 272 | 211 963 CHF | 215 823 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 651 000 | 651 000 | 360 567 | 360 567 | 205 293 CHF | 208 909 CHF | 99,89% | 99,89% |
15/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 707 400 | 707 400 | 388 101 | 388 101 | 223 745 CHF | 227 633 CHF | 99,90% | 99,90% |
14/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 659 700 | 659 700 | 362 197 | 362 197 | 211 296 CHF | 214 925 CHF | 99,35% | 99,35% |
13/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 655 700 | 655 700 | 360 054 | 360 054 | 214 443 CHF | 218 050 CHF | 100,00% | 100,00% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 656 000 | 656 000 | 360 234 | 360 234 | 212 704 CHF | 216 313 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 697 100 | 697 100 | 379 903 | 379 903 | 219 859 CHF | 223 665 CHF | 99,65% | 99,65% |
08/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 702 500 | 702 500 | 384 007 | 384 007 | 211 249 CHF | 215 096 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 629 400 | 629 400 | 348 224 | 348 224 | 204 450 CHF | 207 939 CHF | 100,00% | 100,00% |