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 | 0,63% | 1,49 CHF | 1,50 CHF | 1 214 300 | 1 214 300 | 1 214 300 | 1 214 300 | 1 911 830 CHF | 1 923 970 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 1 139 200 | 1 139 200 | 1 139 200 | 1 139 200 | 1 663 720 CHF | 1 675 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 1 124 400 | 1 124 400 | 1 124 400 | 1 124 400 | 1 838 080 CHF | 1 849 330 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 1 095 400 | 1 095 400 | 1 095 400 | 1 095 400 | 1 859 710 CHF | 1 870 670 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 1 227 800 | 1 227 800 | 1 227 800 | 1 227 800 | 2 092 730 CHF | 2 105 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 1 208 800 | 1 208 800 | 1 208 800 | 1 208 800 | 1 839 170 CHF | 1 851 260 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,54 CHF | 1,55 CHF | 970 500 | 970 500 | 970 500 | 970 500 | 1 705 010 CHF | 1 714 720 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 1 072 400 | 1 072 400 | 1 072 400 | 1 072 400 | 2 138 460 CHF | 2 149 180 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 997 500 | 997 500 | 997 500 | 997 500 | 1 781 090 CHF | 1 791 070 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 1 146 400 | 1 146 400 | 1 146 400 | 1 146 400 | 2 150 760 CHF | 2 162 220 CHF | 99,67% | 99,67% |