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 | 2,04% | 0,23 CHF | 0,23 CHF | 1 639 800 | 1 639 800 | 1 639 800 | 1 639 800 | 398 926 CHF | 407 125 CHF | 100,00% | 100,00% |
19/11/2024 | 2,23% | 0,23 CHF | 0,24 CHF | 1 489 500 | 1 489 500 | 1 489 500 | 1 489 500 | 332 983 CHF | 340 459 CHF | 100,00% | 100,00% |
18/11/2024 | 2,31% | 0,26 CHF | 0,27 CHF | 1 468 900 | 1 468 900 | 1 468 890 | 1 468 890 | 376 325 CHF | 385 174 CHF | 99,05% | 99,05% |
15/11/2024 | 3,55% | 0,26 CHF | 0,27 CHF | 1 336 800 | 1 336 800 | 1 336 800 | 1 336 800 | 369 227 CHF | 382 564 CHF | 100,00% | 100,00% |
14/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 1 618 800 | 1 618 800 | 1 618 800 | 1 618 800 | 450 051 CHF | 465 625 CHF | 99,08% | 99,08% |
13/11/2024 | 2,09% | 0,24 CHF | 0,24 CHF | 1 600 600 | 1 600 600 | 1 600 600 | 1 600 600 | 380 254 CHF | 388 257 CHF | 100,00% | 100,00% |
12/11/2024 | 3,21% | 0,25 CHF | 0,25 CHF | 1 193 000 | 1 193 000 | 1 193 000 | 1 193 000 | 341 600 CHF | 352 819 CHF | 100,00% | 100,00% |
11/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 1 327 600 | 1 327 600 | 1 327 600 | 1 327 600 | 444 944 CHF | 458 220 CHF | 100,00% | 100,00% |
08/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 1 176 400 | 1 176 400 | 1 176 400 | 1 176 400 | 357 917 CHF | 369 681 CHF | 100,00% | 100,00% |
07/11/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 1 312 000 | 1 312 000 | 1 312 000 | 1 312 000 | 430 338 CHF | 443 458 CHF | 99,67% | 99,67% |