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 | 1,26% | 0,77 CHF | 0,78 CHF | 2 820 100 | 2 820 100 | 2 820 100 | 2 820 100 | 2 226 560 CHF | 2 254 760 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 2 762 200 | 2 762 200 | 2 762 200 | 2 762 200 | 2 104 200 CHF | 2 131 820 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 2 741 200 | 2 741 200 | 2 741 200 | 2 741 200 | 2 182 470 CHF | 2 209 880 CHF | 99,58% | 99,58% |
15/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 2 611 200 | 2 611 200 | 2 611 200 | 2 611 200 | 2 159 270 CHF | 2 185 380 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 2 521 900 | 2 521 900 | 2 521 900 | 2 521 900 | 2 272 320 CHF | 2 297 540 CHF | 100,00% | 100,00% |
13/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 2 538 300 | 2 538 300 | 2 538 300 | 2 538 300 | 2 216 240 CHF | 2 241 630 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 2 387 400 | 2 387 400 | 2 387 400 | 2 387 400 | 2 239 220 CHF | 2 263 100 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 2 494 600 | 2 494 600 | 2 494 600 | 2 494 600 | 2 315 920 CHF | 2 340 870 CHF | 99,46% | 99,46% |
08/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 2 595 800 | 2 595 800 | 2 595 800 | 2 595 800 | 2 217 930 CHF | 2 243 890 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 2 592 800 | 2 592 800 | 2 592 800 | 2 592 800 | 2 222 980 CHF | 2 248 910 CHF | 99,67% | 99,67% |