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 | 0,58% | 1,77 CHF | 1,78 CHF | 750 000 | 750 000 | 334 565 | 334 565 | 591 009 CHF | 594 361 CHF | 99,90% | 99,90% |
19/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 750 000 | 750 000 | 317 224 | 317 224 | 550 649 CHF | 553 829 CHF | 99,89% | 99,89% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 750 000 | 750 000 | 334 001 | 334 001 | 588 444 CHF | 591 789 CHF | 98,23% | 98,23% |
15/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 750 000 | 750 000 | 313 756 | 313 756 | 552 346 CHF | 555 488 CHF | 99,71% | 99,71% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 650 000 | 650 000 | 299 607 | 299 607 | 509 424 CHF | 512 426 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 650 000 | 650 000 | 291 027 | 291 027 | 485 770 CHF | 488 686 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 650 000 | 650 000 | 290 420 | 290 420 | 483 817 CHF | 486 726 CHF | 99,93% | 99,93% |
11/11/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 447 084 CHF | 449 856 CHF | 99,90% | 99,90% |
08/11/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 600 000 | 600 000 | 255 768 | 255 768 | 393 172 CHF | 395 734 CHF | 98,94% | 98,94% |
07/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 550 000 | 550 000 | 199 506 | 199 506 | 294 356 CHF | 296 353 CHF | 97,44% | 97,44% |