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 | 0,77% | 1,25 CHF | 1,26 CHF | 305 000 | 305 000 | 299 920 | 299 920 | 385 696 CHF | 388 696 CHF | 99,47% | 99,47% |
19/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 114 | 300 114 | 383 296 CHF | 386 297 CHF | 98,64% | 98,64% |
18/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 290 000 | 290 000 | 288 157 | 288 157 | 410 781 CHF | 413 662 CHF | 99,85% | 99,85% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 285 000 | 285 000 | 283 477 | 283 477 | 418 451 CHF | 421 286 CHF | 99,81% | 99,81% |
14/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 285 000 | 285 000 | 278 051 | 278 051 | 426 666 CHF | 429 446 CHF | 96,97% | 96,97% |
13/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 300 000 | 300 000 | 297 583 | 297 583 | 387 898 CHF | 390 873 CHF | 99,98% | 99,98% |
12/11/2024 | 0,73% | 1,29 CHF | 1,30 CHF | 300 000 | 300 000 | 291 923 | 291 923 | 399 991 CHF | 402 910 CHF | 99,21% | 99,21% |
11/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 413 317 CHF | 416 156 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 409 008 CHF | 411 885 CHF | 98,93% | 98,93% |
07/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 280 000 | 280 000 | 283 389 | 283 389 | 413 246 CHF | 416 080 CHF | 99,61% | 99,61% |