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 | 1,59% | 0,59 CHF | 0,60 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 871 400 CHF | 1 901 400 CHF | 100,00% | 100,00% |
19/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 2 847 900 | 2 847 900 | 2 847 900 | 2 847 900 | 1 646 270 CHF | 1 674 750 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 2 810 800 | 2 810 800 | 2 810 800 | 2 810 800 | 1 821 440 CHF | 1 849 550 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 2 738 500 | 2 738 500 | 2 738 500 | 2 738 500 | 1 843 710 CHF | 1 871 090 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 2 025 780 CHF | 2 055 780 CHF | 100,00% | 100,00% |
13/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 807 420 CHF | 1 837 420 CHF | 100,00% | 100,00% |
12/11/2024 | 1,43% | 0,61 CHF | 0,62 CHF | 2 426 100 | 2 426 100 | 2 426 100 | 2 426 100 | 1 690 070 CHF | 1 714 330 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 2 680 900 | 2 680 900 | 2 680 900 | 2 680 900 | 2 121 930 CHF | 2 148 740 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 2 493 700 | 2 493 700 | 2 493 700 | 2 493 700 | 1 765 940 CHF | 1 790 880 CHF | 100,00% | 100,00% |
07/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 2 866 000 | 2 866 000 | 2 866 000 | 2 866 000 | 2 134 290 CHF | 2 162 950 CHF | 99,68% | 99,68% |