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 | 1,02% | 1,00 CHF | 1,01 CHF | 427 700 | 427 700 | 427 700 | 427 700 | 416 008 CHF | 420 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 464 800 | 464 800 | 464 800 | 464 800 | 466 103 CHF | 470 751 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 463 900 | 463 900 | 463 900 | 463 900 | 421 254 CHF | 425 893 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 449 300 | 449 300 | 449 300 | 449 300 | 416 011 CHF | 420 504 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 409 600 | 409 600 | 409 600 | 409 600 | 400 229 CHF | 404 325 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 414 000 | 414 000 | 414 000 | 414 000 | 416 844 CHF | 420 984 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 458 600 | 458 600 | 458 600 | 458 600 | 444 752 CHF | 449 338 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 424 100 | 424 100 | 424 100 | 424 100 | 401 985 CHF | 406 226 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 443 800 | 443 800 | 443 800 | 443 800 | 440 801 CHF | 445 239 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 444 300 | 444 300 | 444 300 | 444 300 | 417 767 CHF | 422 210 CHF | 99,68% | 99,68% |