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 | 1,33% | 0,72 CHF | 0,73 CHF | 520 000 | 520 000 | 270 005 | 270 005 | 204 979 CHF | 207 689 CHF | 99,90% | 99,90% |
19/11/2024 | 1,43% | 0,77 CHF | 0,78 CHF | 520 000 | 520 000 | 280 560 | 280 560 | 201 486 CHF | 204 297 CHF | 99,55% | 99,55% |
18/11/2024 | 1,89% | 0,78 CHF | 0,79 CHF | 540 000 | 540 000 | 286 038 | 286 038 | 220 306 CHF | 224 213 CHF | 97,74% | 97,74% |
15/11/2024 | 2,02% | 0,56 CHF | 0,57 CHF | 600 000 | 600 000 | 321 805 | 321 805 | 165 474 CHF | 168 699 CHF | 99,27% | 99,27% |
14/11/2024 | 1,62% | 0,56 CHF | 0,57 CHF | 570 000 | 570 000 | 288 856 | 288 856 | 178 856 CHF | 181 756 CHF | 98,65% | 98,65% |
13/11/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 560 000 | 560 000 | 285 860 | 285 860 | 197 320 CHF | 200 191 CHF | 99,34% | 99,34% |
12/11/2024 | 3,99% | 0,74 CHF | 0,75 CHF | 530 000 | 530 000 | 190 930 | 190 930 | 145 317 CHF | 148 088 CHF | 90,35% | 90,35% |
11/11/2024 | 1,33% | 0,86 CHF | 0,87 CHF | 530 000 | 530 000 | 290 181 | 290 181 | 222 862 CHF | 225 768 CHF | 97,30% | 97,30% |
08/11/2024 | 2,48% | 0,53 CHF | 0,54 CHF | 660 000 | 660 000 | 342 366 | 342 366 | 148 524 CHF | 151 961 CHF | 97,22% | 97,22% |
07/11/2024 | 3,01% | 0,40 CHF | 0,41 CHF | 760 000 | 760 000 | 404 310 | 404 310 | 140 730 CHF | 144 791 CHF | 99,77% | 99,77% |