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 | 1,05% | 0,93 CHF | 0,94 CHF | 1 572 900 | 1 572 900 | 1 528 020 | 1 528 020 | 1 448 800 CHF | 1 464 080 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 1 522 100 | 1 522 100 | 1 481 060 | 1 481 060 | 1 401 520 CHF | 1 416 330 CHF | 98,78% | 98,78% |
18/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 1 475 500 | 1 475 500 | 1 390 130 | 1 390 130 | 1 392 620 CHF | 1 406 530 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 1 378 800 | 1 378 800 | 1 368 690 | 1 368 690 | 1 435 940 CHF | 1 449 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 1 367 500 | 1 367 500 | 1 442 180 | 1 442 180 | 1 545 410 CHF | 1 559 830 CHF | 99,91% | 99,91% |
13/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 1 452 000 | 1 452 000 | 1 472 760 | 1 472 760 | 1 445 400 CHF | 1 460 130 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 1 475 400 | 1 475 400 | 1 520 800 | 1 520 800 | 1 503 650 CHF | 1 518 860 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 1 526 900 | 1 526 900 | 1 700 160 | 1 700 160 | 1 558 420 CHF | 1 575 420 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 1 722 800 | 1 722 800 | 1 726 070 | 1 726 070 | 1 481 840 CHF | 1 499 100 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 1 726 500 | 1 726 500 | 1 637 250 | 1 637 250 | 1 443 930 CHF | 1 460 300 CHF | 99,90% | 99,90% |