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 | 1,32% | 0,72 CHF | 0,73 CHF | 500 400 | 500 400 | 257 906 | 257 906 | 196 699 CHF | 199 287 CHF | 99,90% | 99,90% |
19/11/2024 | 1,42% | 0,78 CHF | 0,79 CHF | 521 100 | 521 100 | 280 045 | 280 045 | 202 742 CHF | 205 548 CHF | 99,55% | 99,55% |
18/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 603 500 | 603 500 | 317 773 | 317 773 | 243 868 CHF | 247 055 CHF | 98,72% | 98,72% |
15/11/2024 | 1,87% | 0,59 CHF | 0,60 CHF | 710 800 | 710 800 | 378 884 | 378 884 | 208 758 CHF | 212 555 CHF | 99,46% | 99,46% |
14/11/2024 | 1,49% | 0,60 CHF | 0,61 CHF | 579 800 | 579 800 | 296 884 | 296 884 | 197 357 CHF | 200 332 CHF | 98,87% | 98,87% |
13/11/2024 | 1,38% | 0,69 CHF | 0,70 CHF | 577 700 | 577 700 | 295 299 | 295 299 | 216 226 CHF | 219 185 CHF | 99,34% | 99,34% |
12/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 446 100 | 446 100 | 221 412 | 221 412 | 185 416 CHF | 187 635 CHF | 96,71% | 96,71% |
11/11/2024 | 1,21% | 0,93 CHF | 0,94 CHF | 533 300 | 533 300 | 289 805 | 289 805 | 244 537 CHF | 247 442 CHF | 99,30% | 99,30% |
08/11/2024 | 1,94% | 0,63 CHF | 0,64 CHF | 735 900 | 735 900 | 392 705 | 392 705 | 212 318 CHF | 216 253 CHF | 100,00% | 100,00% |
07/11/2024 | 2,27% | 0,50 CHF | 0,51 CHF | 857 000 | 857 000 | 458 538 | 458 538 | 208 196 CHF | 212 791 CHF | 99,77% | 99,77% |