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 | 2,05% | 0,46 CHF | 0,47 CHF | 1 554 900 | 1 554 900 | 1 554 900 | 1 554 900 | 752 636 CHF | 768 185 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 1 490 100 | 1 490 100 | 1 490 100 | 1 490 100 | 692 997 CHF | 707 898 CHF | 100,00% | 100,00% |
18/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 1 480 700 | 1 480 700 | 1 480 700 | 1 480 700 | 735 012 CHF | 749 819 CHF | 99,02% | 99,02% |
15/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 1 420 200 | 1 420 200 | 1 420 200 | 1 420 200 | 740 307 CHF | 754 509 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 1 556 300 | 1 556 300 | 1 556 300 | 1 556 300 | 808 873 CHF | 824 436 CHF | 99,08% | 99,08% |
13/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 1 548 300 | 1 548 300 | 1 548 300 | 1 548 300 | 736 808 CHF | 752 291 CHF | 100,00% | 100,00% |
12/11/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 1 369 100 | 1 369 100 | 1 369 100 | 1 369 100 | 711 965 CHF | 725 656 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 1 439 200 | 1 439 200 | 1 439 200 | 1 439 200 | 808 669 CHF | 823 061 CHF | 100,00% | 100,00% |
08/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 1 364 700 | 1 364 700 | 1 364 700 | 1 364 700 | 729 846 CHF | 743 493 CHF | 100,00% | 100,00% |
07/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 1 436 200 | 1 436 200 | 1 436 200 | 1 436 200 | 795 649 CHF | 810 011 CHF | 99,68% | 99,68% |