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 | 0,91% | 1,01 CHF | 1,02 CHF | 1 051 800 | 1 051 800 | 1 051 800 | 1 051 800 | 1 156 010 CHF | 1 166 520 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 1 095 900 | 1 095 900 | 1 095 900 | 1 095 900 | 1 103 850 CHF | 1 114 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 1 139 900 | 1 139 900 | 1 139 900 | 1 139 900 | 1 163 360 CHF | 1 174 750 CHF | 99,55% | 99,55% |
15/11/2024 | 0,90% | 1,03 CHF | 1,04 CHF | 971 900 | 971 900 | 971 900 | 971 900 | 1 080 040 CHF | 1 089 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 906 400 | 906 400 | 906 400 | 906 400 | 1 188 080 CHF | 1 197 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 907 700 | 907 700 | 907 700 | 907 700 | 1 158 510 CHF | 1 167 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 877 700 | 877 700 | 877 700 | 877 700 | 1 160 520 CHF | 1 169 290 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 882 700 | 882 700 | 882 700 | 882 700 | 1 212 020 CHF | 1 220 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 919 500 | 919 500 | 919 500 | 919 500 | 1 161 010 CHF | 1 170 200 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 992 800 | 992 800 | 992 800 | 992 800 | 1 183 090 CHF | 1 193 020 CHF | 99,68% | 99,68% |