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 | 3,12% | 0,30 CHF | 0,31 CHF | 2 332 200 | 2 332 200 | 2 332 200 | 2 332 200 | 735 497 CHF | 758 819 CHF | 100,00% | 100,00% |
19/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 2 152 700 | 2 152 700 | 2 152 700 | 2 152 700 | 642 105 CHF | 663 632 CHF | 100,00% | 100,00% |
18/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 2 171 100 | 2 171 100 | 2 171 100 | 2 171 100 | 702 534 CHF | 724 245 CHF | 97,79% | 97,79% |
15/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 1 907 100 | 1 907 100 | 1 907 100 | 1 907 100 | 649 109 CHF | 668 180 CHF | 100,00% | 100,00% |
14/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 2 022 600 | 2 022 600 | 2 022 600 | 2 022 600 | 736 984 CHF | 757 210 CHF | 100,00% | 100,00% |
13/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 2 008 900 | 2 008 900 | 2 008 900 | 2 008 900 | 698 314 CHF | 718 403 CHF | 99,73% | 99,73% |
12/11/2024 | 2,54% | 0,35 CHF | 0,36 CHF | 1 713 800 | 1 713 800 | 1 713 800 | 1 713 800 | 666 719 CHF | 683 857 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 1 847 900 | 1 847 900 | 1 847 900 | 1 847 900 | 808 404 CHF | 826 883 CHF | 100,00% | 100,00% |
08/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 1 679 000 | 1 679 000 | 1 679 000 | 1 679 000 | 682 232 CHF | 699 022 CHF | 100,00% | 100,00% |
07/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 1 766 800 | 1 766 800 | 1 766 800 | 1 766 800 | 796 822 CHF | 814 490 CHF | 99,67% | 99,67% |