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 | 0,68% | 1,50 CHF | 1,51 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 783 007 CHF | 788 327 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 530 000 | 530 000 | 528 208 | 528 208 | 769 483 CHF | 774 765 CHF | 99,91% | 99,91% |
18/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 770 482 CHF | 775 755 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 749 508 CHF | 754 701 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 520 000 | 520 000 | 525 214 | 525 214 | 763 478 CHF | 768 730 CHF | 99,04% | 99,04% |
13/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 530 000 | 530 000 | 519 439 | 519 439 | 745 440 CHF | 750 634 CHF | 98,99% | 98,99% |
12/11/2024 | 0,79% | 1,42 CHF | 1,43 CHF | 520 000 | 520 000 | 479 016 | 479 016 | 640 054 CHF | 644 995 CHF | 97,82% | 97,82% |
11/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 440 000 | 440 000 | 435 197 | 435 197 | 463 073 CHF | 467 425 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 484 079 CHF | 488 460 CHF | 98,97% | 98,97% |
07/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 430 000 | 430 000 | 428 963 | 428 963 | 458 401 CHF | 462 691 CHF | 100,00% | 100,00% |