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 | 0,55% | 1,86 CHF | 1,87 CHF | 750 000 | 750 000 | 334 561 | 334 561 | 620 527 CHF | 623 879 CHF | 99,90% | 99,90% |
19/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 750 000 | 750 000 | 317 225 | 317 225 | 578 079 CHF | 581 260 CHF | 99,90% | 99,90% |
18/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 750 000 | 750 000 | 333 997 | 333 997 | 618 082 CHF | 621 426 CHF | 98,23% | 98,23% |
15/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 750 000 | 750 000 | 313 757 | 313 757 | 580 378 CHF | 583 520 CHF | 99,71% | 99,71% |
14/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 650 000 | 650 000 | 299 606 | 299 606 | 536 227 CHF | 539 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 650 000 | 650 000 | 291 011 | 291 011 | 511 662 CHF | 514 577 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 650 000 | 650 000 | 290 377 | 290 377 | 509 593 CHF | 512 502 CHF | 99,93% | 99,93% |
11/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 471 529 CHF | 474 301 CHF | 99,90% | 99,90% |
08/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 600 000 | 600 000 | 255 753 | 255 753 | 415 922 CHF | 418 484 CHF | 98,95% | 98,95% |
07/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 550 000 | 550 000 | 199 483 | 199 483 | 311 829 CHF | 313 826 CHF | 97,44% | 97,44% |