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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,14% | 0,72 CHF | 0,73 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 447 635 CHF | 452 635 CHF | 99,76% | 99,76% |
20/11/2024 | 0,96% | 1,24 CHF | 1,25 CHF | 500 000 | 500 000 | 496 924 | 496 924 | 526 459 CHF | 531 459 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 652 945 CHF | 657 945 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 483 984 CHF | 488 984 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,92 CHF | 0,93 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 431 264 CHF | 436 263 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,81 CHF | 0,82 CHF | 500 000 | 500 000 | 499 992 | 499 994 | 427 596 CHF | 432 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 499 999 | 499 995 | 627 433 CHF | 632 429 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 1,21 CHF | 1,22 CHF | 500 000 | 500 000 | 499 998 | 500 000 | 416 172 CHF | 421 173 CHF | 100,00% | 100,00% |
11/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 500 000 | 500 000 | 500 000 | 499 978 | 219 171 CHF | 224 161 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 0,89 CHF | 0,90 CHF | 500 000 | 500 000 | 499 999 | 499 995 | 422 185 CHF | 427 181 CHF | 100,00% | 100,00% |