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 | 0,95% | 0,99 CHF | 1,00 CHF | 2 213 200 | 2 213 200 | 2 213 200 | 2 213 200 | 2 320 830 CHF | 2 342 960 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 2 320 100 | 2 320 100 | 2 320 100 | 2 320 100 | 2 265 880 CHF | 2 289 090 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 2 429 500 | 2 429 500 | 2 429 500 | 2 429 500 | 2 389 650 CHF | 2 413 940 CHF | 98,93% | 98,93% |
15/11/2024 | 0,92% | 0,98 CHF | 0,99 CHF | 2 010 800 | 2 010 800 | 2 010 800 | 2 010 800 | 2 179 310 CHF | 2 199 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 915 000 | 1 915 000 | 1 915 000 | 1 915 000 | 2 391 060 CHF | 2 410 210 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 1 891 100 | 1 891 100 | 1 891 100 | 1 891 100 | 2 347 160 CHF | 2 366 080 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 1 866 600 | 1 866 600 | 1 866 600 | 1 866 600 | 2 361 150 CHF | 2 379 810 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 1 854 100 | 1 854 100 | 1 854 100 | 1 854 100 | 2 410 710 CHF | 2 429 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 1 863 900 | 1 863 900 | 1 863 900 | 1 863 900 | 2 327 410 CHF | 2 346 050 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 2 060 300 | 2 060 300 | 2 060 300 | 2 060 300 | 2 404 830 CHF | 2 425 440 CHF | 99,68% | 99,68% |