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 | 0,61% | 1,68 CHF | 1,69 CHF | 750 000 | 750 000 | 334 560 | 334 560 | 561 158 CHF | 564 510 CHF | 99,90% | 99,90% |
19/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 750 000 | 750 000 | 317 228 | 317 228 | 522 667 CHF | 525 847 CHF | 99,90% | 99,90% |
18/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 750 000 | 750 000 | 333 992 | 333 992 | 558 638 CHF | 561 982 CHF | 98,23% | 98,23% |
15/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 750 000 | 750 000 | 313 754 | 313 754 | 524 346 CHF | 527 488 CHF | 99,71% | 99,71% |
14/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 650 000 | 650 000 | 299 608 | 299 608 | 482 637 CHF | 485 638 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 650 000 | 650 000 | 291 015 | 291 015 | 460 038 CHF | 462 953 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 650 000 | 650 000 | 290 481 | 290 481 | 458 063 CHF | 460 973 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 650 000 | 650 000 | 276 720 | 276 720 | 422 769 CHF | 425 541 CHF | 99,90% | 99,90% |
08/11/2024 | 0,71% | 1,49 CHF | 1,50 CHF | 600 000 | 600 000 | 255 749 | 255 749 | 370 398 CHF | 372 960 CHF | 98,95% | 98,95% |
07/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 550 000 | 550 000 | 199 484 | 199 484 | 276 907 CHF | 278 904 CHF | 97,44% | 97,44% |