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 | 0,57% | 1,78 CHF | 1,79 CHF | 550 000 | 550 000 | 532 034 | 532 034 | 932 671 CHF | 937 991 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 918 863 CHF | 924 145 CHF | 99,87% | 99,87% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 920 155 CHF | 925 428 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 896 704 CHF | 901 897 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 911 862 CHF | 917 114 CHF | 99,04% | 99,04% |
13/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 892 489 CHF | 897 683 CHF | 98,99% | 98,99% |
12/11/2024 | 0,65% | 1,70 CHF | 1,71 CHF | 520 000 | 520 000 | 479 010 | 479 010 | 776 097 CHF | 781 038 CHF | 97,79% | 97,79% |
11/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 440 000 | 440 000 | 435 193 | 435 193 | 586 838 CHF | 591 189 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 608 388 CHF | 612 770 CHF | 98,90% | 98,90% |
07/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 430 000 | 430 000 | 428 960 | 428 960 | 580 756 CHF | 585 045 CHF | 100,00% | 100,00% |