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 | 0,95% | 1,01 CHF | 1,02 CHF | 1 476 000 | 1 476 000 | 1 476 000 | 1 476 000 | 1 548 650 CHF | 1 563 410 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 1 428 300 | 1 428 300 | 1 428 300 | 1 428 300 | 1 422 920 CHF | 1 437 210 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 1 409 400 | 1 409 400 | 1 409 400 | 1 409 400 | 1 497 670 CHF | 1 511 770 CHF | 99,58% | 99,58% |
15/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 1 303 200 | 1 303 200 | 1 303 200 | 1 303 200 | 1 466 980 CHF | 1 480 010 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 1 233 200 | 1 233 200 | 1 233 200 | 1 233 200 | 1 581 120 CHF | 1 593 450 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 1 245 800 | 1 245 800 | 1 245 800 | 1 245 800 | 1 529 730 CHF | 1 542 190 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 1 128 400 | 1 128 400 | 1 128 400 | 1 128 400 | 1 545 600 CHF | 1 556 890 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 1 208 100 | 1 208 100 | 1 208 100 | 1 208 100 | 1 633 740 CHF | 1 645 820 CHF | 99,46% | 99,46% |
08/11/2024 | 0,83% | 1,28 CHF | 1,29 CHF | 1 285 000 | 1 285 000 | 1 285 000 | 1 285 000 | 1 542 860 CHF | 1 555 710 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 1 282 600 | 1 282 600 | 1 282 600 | 1 282 600 | 1 547 710 CHF | 1 560 540 CHF | 99,67% | 99,67% |