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 | 0,78% | 1,31 CHF | 1,32 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 682 899 CHF | 688 219 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 530 000 | 530 000 | 528 206 | 528 206 | 671 087 CHF | 676 369 CHF | 99,88% | 99,88% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 530 000 | 530 000 | 527 361 | 527 361 | 671 893 CHF | 677 166 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 530 000 | 530 000 | 519 345 | 519 345 | 651 407 CHF | 656 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 520 000 | 520 000 | 525 219 | 525 219 | 664 483 CHF | 669 735 CHF | 99,04% | 99,04% |
13/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 530 000 | 530 000 | 519 443 | 519 443 | 647 621 CHF | 652 815 CHF | 98,99% | 98,99% |
12/11/2024 | 0,92% | 1,23 CHF | 1,24 CHF | 520 000 | 520 000 | 479 014 | 479 014 | 549 990 CHF | 554 931 CHF | 97,81% | 97,81% |
11/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 440 000 | 440 000 | 435 187 | 435 187 | 381 501 CHF | 385 853 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 401 317 CHF | 405 699 CHF | 98,93% | 98,93% |
07/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 430 000 | 430 000 | 428 952 | 428 952 | 377 183 CHF | 381 473 CHF | 100,00% | 100,00% |