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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 295 000 | 295 000 | 296 889 | 296 889 | 396 695 CHF | 399 665 CHF | 100,00% | 100,00% |
22/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 305 000 | 305 000 | 305 430 | 305 430 | 386 229 CHF | 389 283 CHF | 99,98% | 99,98% |
20/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 393 625 CHF | 396 624 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 300 000 | 300 000 | 300 114 | 300 114 | 391 221 CHF | 394 222 CHF | 99,28% | 99,28% |
18/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 418 268 CHF | 421 149 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 285 000 | 285 000 | 283 481 | 283 481 | 426 064 CHF | 428 899 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 285 000 | 285 000 | 278 056 | 278 056 | 434 116 CHF | 436 896 CHF | 99,39% | 99,39% |
13/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 300 000 | 297 580 | 297 580 | 395 848 CHF | 398 824 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 291 924 | 291 924 | 407 754 CHF | 410 673 CHF | 99,26% | 99,26% |
11/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 421 041 CHF | 423 879 CHF | 100,00% | 100,00% |