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 | 2,57% | 0,21 CHF | 0,21 CHF | 2 663 200 | 2 663 200 | 2 829 540 | 2 829 540 | 543 978 CHF | 558 126 CHF | 100,00% | 100,00% |
19/11/2024 | 2,58% | 0,19 CHF | 0,19 CHF | 2 851 500 | 2 851 500 | 2 982 200 | 2 982 200 | 570 651 CHF | 585 562 CHF | 98,77% | 98,77% |
18/11/2024 | 2,97% | 0,18 CHF | 0,19 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 499 025 CHF | 514 025 CHF | 100,00% | 100,00% |
15/11/2024 | 3,36% | 0,15 CHF | 0,16 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 439 326 CHF | 454 326 CHF | 100,00% | 100,00% |
14/11/2024 | 3,62% | 0,15 CHF | 0,16 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 407 973 CHF | 422 973 CHF | 99,79% | 99,79% |
13/11/2024 | 2,76% | 0,18 CHF | 0,18 CHF | 3 000 000 | 3 000 000 | 2 953 330 | 2 953 330 | 527 869 CHF | 542 635 CHF | 100,00% | 100,00% |
12/11/2024 | 2,85% | 0,17 CHF | 0,18 CHF | 2 947 400 | 2 947 400 | 2 746 830 | 2 746 830 | 475 907 CHF | 489 641 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,19 CHF | 0,19 CHF | 2 719 900 | 2 719 900 | 2 038 270 | 2 038 270 | 460 632 CHF | 470 823 CHF | 100,00% | 100,00% |
08/11/2024 | 2,51% | 0,27 CHF | 0,28 CHF | 1 949 200 | 1 949 200 | 1 940 360 | 1 940 360 | 531 216 CHF | 544 742 CHF | 100,00% | 100,00% |
07/11/2024 | 2,32% | 0,28 CHF | 0,29 CHF | 1 939 200 | 1 939 200 | 2 159 170 | 2 159 170 | 558 207 CHF | 571 348 CHF | 99,90% | 99,90% |