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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 540 000 | 540 000 | 537 125 | 537 125 | 595 195 CHF | 600 569 CHF | 100,00% | 100,00% |
22/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 540 000 | 540 000 | 547 337 | 547 337 | 616 270 CHF | 621 744 CHF | 100,00% | 100,00% |
20/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 550 000 | 550 000 | 532 033 | 532 033 | 584 760 CHF | 590 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 530 000 | 530 000 | 528 205 | 528 205 | 572 312 CHF | 577 594 CHF | 99,88% | 99,88% |
18/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 573 238 CHF | 578 512 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 554 254 CHF | 559 448 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 520 000 | 520 000 | 525 224 | 525 224 | 565 888 CHF | 571 140 CHF | 99,04% | 99,04% |
13/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 530 000 | 530 000 | 519 438 | 519 438 | 550 275 CHF | 555 469 CHF | 98,99% | 98,99% |
12/11/2024 | 1,10% | 1,04 CHF | 1,05 CHF | 520 000 | 520 000 | 479 012 | 479 012 | 460 739 CHF | 465 680 CHF | 97,80% | 97,80% |
11/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 440 000 | 440 000 | 435 196 | 435 196 | 299 967 CHF | 304 319 CHF | 100,00% | 100,00% |