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 | 0,74% | 1,41 CHF | 1,42 CHF | 636 900 | 636 900 | 636 900 | 636 900 | 858 109 CHF | 864 478 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 675 900 | 675 900 | 675 900 | 675 900 | 957 244 CHF | 964 003 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 670 000 | 670 000 | 670 000 | 670 000 | 887 453 CHF | 894 153 CHF | 98,93% | 98,93% |
15/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 705 400 | 705 400 | 705 400 | 705 400 | 900 239 CHF | 907 293 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 623 400 | 623 400 | 623 400 | 623 400 | 804 135 CHF | 810 369 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 631 700 | 631 700 | 631 700 | 631 700 | 885 328 CHF | 891 645 CHF | 99,46% | 99,46% |
12/11/2024 | 0,79% | 1,39 CHF | 1,40 CHF | 789 400 | 789 400 | 789 400 | 789 400 | 997 022 CHF | 1 004 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 706 200 | 706 200 | 706 055 | 706 055 | 801 354 CHF | 808 416 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 781 900 | 781 900 | 781 900 | 781 900 | 957 534 CHF | 965 353 CHF | 99,87% | 99,87% |
07/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 729 400 | 729 400 | 729 400 | 729 400 | 856 754 CHF | 864 048 CHF | 99,68% | 99,68% |