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 | 0,54% | 1,87 CHF | 1,88 CHF | 550 000 | 550 000 | 532 034 | 532 034 | 983 221 CHF | 988 541 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 530 000 | 530 000 | 528 213 | 528 213 | 968 206 CHF | 973 489 CHF | 99,85% | 99,85% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 969 524 CHF | 974 798 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 945 689 CHF | 950 882 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 520 000 | 520 000 | 525 215 | 525 215 | 960 799 CHF | 966 051 CHF | 99,04% | 99,04% |
13/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 530 000 | 530 000 | 519 437 | 519 437 | 941 014 CHF | 946 209 CHF | 99,00% | 99,00% |
12/11/2024 | 0,62% | 1,79 CHF | 1,80 CHF | 520 000 | 520 000 | 479 004 | 479 004 | 820 771 CHF | 825 712 CHF | 97,75% | 97,75% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 627 448 CHF | 631 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 440 000 | 440 000 | 438 174 | 438 174 | 649 694 CHF | 654 075 CHF | 98,88% | 98,88% |
07/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 430 000 | 430 000 | 428 963 | 428 963 | 620 923 CHF | 625 212 CHF | 100,00% | 100,00% |