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 | 0,66% | 1,54 CHF | 1,55 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 1 059 250 CHF | 1 066 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 1 073 410 CHF | 1 080 410 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 1 211 150 CHF | 1 219 150 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 800 000 | 800 000 | 799 561 | 799 561 | 1 188 560 CHF | 1 196 560 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 800 000 | 800 000 | 798 098 | 798 098 | 1 141 480 CHF | 1 149 460 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 800 000 | 800 000 | 797 501 | 797 501 | 1 146 470 CHF | 1 154 450 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 1 111 270 CHF | 1 119 270 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 1 112 870 CHF | 1 120 870 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 800 000 | 800 000 | 797 679 | 797 679 | 1 140 320 CHF | 1 148 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 800 000 | 800 000 | 798 226 | 798 226 | 1 145 670 CHF | 1 153 650 CHF | 100,00% | 100,00% |