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 | 0,84% | 1,22 CHF | 1,23 CHF | 550 000 | 550 000 | 532 034 | 532 034 | 634 039 CHF | 639 359 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 530 000 | 530 000 | 528 212 | 528 212 | 621 684 CHF | 626 966 CHF | 99,91% | 99,91% |
18/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 622 436 CHF | 627 710 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 603 179 CHF | 608 373 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 520 000 | 520 000 | 525 219 | 525 219 | 615 135 CHF | 620 387 CHF | 99,04% | 99,04% |
13/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 530 000 | 530 000 | 519 440 | 519 440 | 598 936 CHF | 604 130 CHF | 99,00% | 99,00% |
12/11/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 520 000 | 520 000 | 479 015 | 479 015 | 505 512 CHF | 510 453 CHF | 97,81% | 97,81% |
11/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 440 000 | 440 000 | 435 192 | 435 192 | 340 673 CHF | 345 025 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 440 000 | 440 000 | 438 174 | 438 174 | 360 313 CHF | 364 695 CHF | 98,96% | 98,96% |
07/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 430 000 | 430 000 | 428 963 | 428 963 | 336 623 CHF | 340 913 CHF | 100,00% | 100,00% |