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 | 0,52% | 1,96 CHF | 1,97 CHF | 750 000 | 750 000 | 334 564 | 334 564 | 654 744 CHF | 658 096 CHF | 99,90% | 99,90% |
19/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 750 000 | 750 000 | 317 232 | 317 232 | 610 145 CHF | 613 326 CHF | 99,86% | 99,86% |
18/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 750 000 | 750 000 | 334 001 | 334 001 | 652 060 CHF | 655 404 CHF | 98,23% | 98,23% |
15/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 750 000 | 750 000 | 313 756 | 313 756 | 612 217 CHF | 615 359 CHF | 99,71% | 99,71% |
14/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 650 000 | 650 000 | 299 607 | 299 607 | 566 155 CHF | 569 156 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 650 000 | 650 000 | 291 018 | 291 018 | 540 387 CHF | 543 302 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 650 000 | 650 000 | 290 468 | 290 468 | 538 356 CHF | 541 266 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 650 000 | 650 000 | 276 710 | 276 710 | 497 728 CHF | 500 500 CHF | 99,90% | 99,90% |
08/11/2024 | 0,60% | 1,75 CHF | 1,76 CHF | 600 000 | 600 000 | 255 791 | 255 791 | 439 271 CHF | 441 834 CHF | 98,92% | 98,92% |
07/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 550 000 | 550 000 | 199 468 | 199 468 | 329 911 CHF | 331 908 CHF | 97,44% | 97,44% |