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 | 0,60% | 1,69 CHF | 1,70 CHF | 550 000 | 550 000 | 532 026 | 532 026 | 883 628 CHF | 888 948 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 530 000 | 530 000 | 528 213 | 528 213 | 868 922 CHF | 874 204 CHF | 99,91% | 99,91% |
18/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 870 695 CHF | 875 968 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 847 951 CHF | 853 144 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 520 000 | 520 000 | 525 223 | 525 223 | 862 732 CHF | 867 984 CHF | 99,04% | 99,04% |
13/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 530 000 | 530 000 | 519 438 | 519 438 | 843 739 CHF | 848 934 CHF | 99,00% | 99,00% |
12/11/2024 | 0,69% | 1,61 CHF | 1,62 CHF | 520 000 | 520 000 | 479 016 | 479 016 | 730 605 CHF | 735 546 CHF | 97,81% | 97,81% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 440 000 | 440 000 | 435 191 | 435 191 | 545 884 CHF | 550 236 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 440 000 | 440 000 | 438 176 | 438 176 | 567 282 CHF | 571 664 CHF | 98,97% | 98,97% |
07/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 430 000 | 430 000 | 428 952 | 428 952 | 540 188 CHF | 544 477 CHF | 100,00% | 100,00% |