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 | 2,64% | 0,40 CHF | 0,41 CHF | 1 331 600 | 1 331 600 | 1 414 820 | 1 414 820 | 528 710 CHF | 542 858 CHF | 100,00% | 100,00% |
19/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 1 425 800 | 1 425 800 | 1 509 860 | 1 509 860 | 562 421 CHF | 577 519 CHF | 98,78% | 98,78% |
18/11/2024 | 3,02% | 0,35 CHF | 0,36 CHF | 1 521 300 | 1 521 300 | 1 713 680 | 1 713 650 | 559 842 CHF | 576 969 CHF | 100,00% | 100,00% |
15/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 1 739 200 | 1 739 200 | 1 766 660 | 1 766 660 | 517 283 CHF | 534 950 CHF | 100,00% | 100,00% |
14/11/2024 | 2,76% | 0,30 CHF | 0,31 CHF | 1 769 900 | 1 769 900 | 1 556 680 | 1 556 680 | 427 244 CHF | 439 336 CHF | 99,79% | 99,79% |
13/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 1 528 600 | 1 528 600 | 1 479 890 | 1 479 890 | 527 680 CHF | 542 479 CHF | 100,00% | 100,00% |
12/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 1 473 700 | 1 473 700 | 1 373 000 | 1 373 460 | 475 730 CHF | 489 618 CHF | 100,00% | 100,00% |
11/11/2024 | 2,21% | 0,37 CHF | 0,38 CHF | 1 360 000 | 1 360 000 | 1 019 140 | 1 019 140 | 458 028 CHF | 468 220 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 974 600 | 974 600 | 970 181 | 970 181 | 524 834 CHF | 534 536 CHF | 100,00% | 100,00% |
07/11/2024 | 1,94% | 0,56 CHF | 0,57 CHF | 969 600 | 969 600 | 1 079 590 | 1 079 590 | 552 800 CHF | 563 596 CHF | 99,90% | 99,90% |