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 | 2,12% | 0,44 CHF | 0,45 CHF | 1 359 300 | 1 359 300 | 1 359 300 | 1 359 300 | 634 168 CHF | 647 761 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 1 231 500 | 1 231 500 | 1 231 500 | 1 231 500 | 536 338 CHF | 548 653 CHF | 100,00% | 100,00% |
18/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 1 244 400 | 1 244 400 | 1 244 400 | 1 244 400 | 599 814 CHF | 612 258 CHF | 97,81% | 97,81% |
15/11/2024 | 1,93% | 0,48 CHF | 0,49 CHF | 1 059 400 | 1 059 400 | 1 059 400 | 1 059 400 | 545 077 CHF | 555 671 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 1 137 900 | 1 137 900 | 1 137 900 | 1 137 900 | 633 282 CHF | 644 661 CHF | 100,00% | 100,00% |
13/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 1 128 500 | 1 128 500 | 1 128 500 | 1 128 500 | 593 688 CHF | 604 973 CHF | 99,73% | 99,73% |
12/11/2024 | 1,65% | 0,54 CHF | 0,55 CHF | 925 800 | 925 800 | 925 800 | 925 800 | 557 874 CHF | 567 132 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 1 014 400 | 1 014 400 | 1 014 400 | 1 014 400 | 704 156 CHF | 714 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 901 100 | 901 100 | 901 100 | 901 100 | 574 386 CHF | 583 397 CHF | 100,00% | 100,00% |
07/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 958 700 | 958 700 | 958 700 | 958 700 | 692 250 CHF | 701 837 CHF | 99,67% | 99,67% |