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 | 0,64% | 1,59 CHF | 1,60 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 834 104 CHF | 839 425 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 819 878 CHF | 825 160 CHF | 99,88% | 99,88% |
18/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 821 033 CHF | 826 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 530 000 | 530 000 | 519 341 | 519 341 | 799 541 CHF | 804 734 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 520 000 | 520 000 | 525 224 | 525 224 | 813 240 CHF | 818 493 CHF | 99,04% | 99,04% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 795 017 CHF | 800 211 CHF | 98,99% | 98,99% |
12/11/2024 | 0,74% | 1,51 CHF | 1,52 CHF | 520 000 | 520 000 | 479 016 | 479 016 | 685 886 CHF | 690 827 CHF | 97,82% | 97,82% |
11/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 440 000 | 440 000 | 435 190 | 435 190 | 504 834 CHF | 509 186 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 526 217 CHF | 530 599 CHF | 98,93% | 98,93% |
07/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 430 000 | 430 000 | 428 952 | 428 952 | 499 628 CHF | 503 918 CHF | 100,00% | 100,00% |