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 | 1,09% | 0,88 CHF | 0,89 CHF | 510 000 | 510 000 | 265 438 | 265 438 | 246 281 CHF | 248 944 CHF | 99,90% | 99,90% |
19/11/2024 | 1,16% | 0,94 CHF | 0,95 CHF | 500 000 | 500 000 | 272 123 | 272 123 | 240 803 CHF | 243 529 CHF | 99,55% | 99,55% |
18/11/2024 | 1,55% | 0,95 CHF | 0,96 CHF | 510 000 | 510 000 | 270 079 | 270 079 | 253 571 CHF | 257 257 CHF | 97,74% | 97,74% |
15/11/2024 | 1,54% | 0,72 CHF | 0,73 CHF | 560 000 | 560 000 | 300 643 | 300 643 | 202 237 CHF | 205 249 CHF | 99,27% | 99,27% |
14/11/2024 | 1,28% | 0,72 CHF | 0,73 CHF | 550 000 | 550 000 | 282 265 | 282 265 | 221 321 CHF | 224 155 CHF | 98,42% | 98,42% |
13/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 540 000 | 540 000 | 273 916 | 273 916 | 234 228 CHF | 236 978 CHF | 99,34% | 99,34% |
12/11/2024 | 3,32% | 0,90 CHF | 0,91 CHF | 510 000 | 510 000 | 184 000 | 184 000 | 170 227 CHF | 172 905 CHF | 90,34% | 90,34% |
11/11/2024 | 1,09% | 1,03 CHF | 1,04 CHF | 500 000 | 500 000 | 273 964 | 273 964 | 255 486 CHF | 258 230 CHF | 97,30% | 97,30% |
08/11/2024 | 1,84% | 0,69 CHF | 0,70 CHF | 590 000 | 590 000 | 306 233 | 306 233 | 177 647 CHF | 180 723 CHF | 96,63% | 96,63% |
07/11/2024 | 2,16% | 0,54 CHF | 0,55 CHF | 660 000 | 660 000 | 350 190 | 350 190 | 169 338 CHF | 172 856 CHF | 99,77% | 99,77% |