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 | 0,96% | 819,82 CHF | 827,82 CHF | 500 | 500 | 500 | 500 | 413 800 CHF | 417 800 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 822,53 CHF | 830,53 CHF | 500 | 500 | 500 | 500 | 412 959 CHF | 416 959 CHF | 89,38% | 89,38% |
18/11/2024 | 0,93% | 863,78 CHF | 871,78 CHF | 500 | 500 | 500 | 500 | 429 168 CHF | 433 168 CHF | 99,68% | 99,68% |
15/11/2024 | 0,93% | 846,26 CHF | 854,26 CHF | 500 | 500 | 500 | 500 | 429 309 CHF | 433 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 879,33 CHF | 887,33 CHF | 500 | 500 | 500 | 500 | 435 623 CHF | 439 623 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 856,29 CHF | 864,29 CHF | 500 | 500 | 500 | 500 | 429 239 CHF | 433 239 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 861,46 CHF | 869,46 CHF | 500 | 500 | 500 | 500 | 434 270 CHF | 438 270 CHF | 98,75% | 98,75% |
11/11/2024 | 0,89% | 888,28 CHF | 896,28 CHF | 500 | 500 | 500 | 500 | 447 549 CHF | 451 549 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 887,76 CHF | 895,76 CHF | 500 | 500 | 500 | 500 | 445 817 CHF | 449 817 CHF | 99,85% | 99,85% |
07/11/2024 | 0,88% | 899,32 CHF | 907,32 CHF | 500 | 500 | 500 | 500 | 451 667 CHF | 455 667 CHF | 100,00% | 100,00% |