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 | 1,08% | 0,95 CHF | 0,96 CHF | 550 000 | 550 000 | 532 031 | 532 031 | 489 334 CHF | 494 654 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 530 000 | 530 000 | 528 206 | 528 206 | 477 657 CHF | 482 939 CHF | 99,87% | 99,87% |
18/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 530 000 | 530 000 | 527 360 | 527 360 | 478 454 CHF | 483 727 CHF | 100,00% | 100,00% |
15/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 460 715 CHF | 465 908 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 520 000 | 520 000 | 525 221 | 525 221 | 471 413 CHF | 476 666 CHF | 99,04% | 99,04% |
13/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 530 000 | 530 000 | 519 440 | 519 440 | 457 300 CHF | 462 494 CHF | 99,00% | 99,00% |
12/11/2024 | 1,35% | 0,86 CHF | 0,87 CHF | 520 000 | 520 000 | 479 013 | 479 013 | 374 620 CHF | 379 561 CHF | 97,79% | 97,79% |
11/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 440 000 | 440 000 | 435 186 | 435 186 | 221 563 CHF | 225 915 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 440 000 | 440 000 | 438 173 | 438 173 | 239 977 CHF | 244 359 CHF | 98,90% | 98,90% |
07/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 430 000 | 430 000 | 428 955 | 428 955 | 218 699 CHF | 222 988 CHF | 100,00% | 100,00% |