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 | 334 558 | 334 558 | 591 012 CHF | 594 363 CHF | 99,90% | 99,90% |
19/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 750 000 | 750 000 | 317 237 | 317 237 | 549 798 CHF | 552 979 CHF | 99,86% | 99,86% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 750 000 | 750 000 | 333 989 | 333 989 | 588 315 CHF | 591 659 CHF | 98,23% | 98,23% |
15/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 750 000 | 750 000 | 313 750 | 313 750 | 552 206 CHF | 555 348 CHF | 99,71% | 99,71% |
14/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 650 000 | 650 000 | 299 601 | 299 601 | 509 009 CHF | 512 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 650 000 | 650 000 | 291 048 | 291 048 | 485 066 CHF | 487 982 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 650 000 | 650 000 | 290 463 | 290 463 | 483 194 CHF | 486 104 CHF | 99,89% | 99,89% |
11/11/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 445 306 CHF | 448 079 CHF | 99,90% | 99,90% |
08/11/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 600 000 | 600 000 | 255 820 | 255 820 | 390 933 CHF | 393 496 CHF | 98,90% | 98,90% |
07/11/2024 | 0,70% | 1,49 CHF | 1,50 CHF | 550 000 | 550 000 | 199 506 | 199 506 | 292 473 CHF | 294 471 CHF | 97,44% | 97,44% |