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 | 1,18% | 0,80 CHF | 0,81 CHF | 1 982 500 | 1 982 500 | 1 982 500 | 1 982 500 | 1 672 490 CHF | 1 692 320 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 2 035 500 | 2 035 500 | 2 035 500 | 2 035 500 | 1 616 870 CHF | 1 637 220 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 2 088 000 | 2 088 000 | 2 088 000 | 2 088 000 | 1 675 740 CHF | 1 696 620 CHF | 99,55% | 99,55% |
15/11/2024 | 1,17% | 0,81 CHF | 0,82 CHF | 1 892 700 | 1 892 700 | 1 892 700 | 1 892 700 | 1 603 940 CHF | 1 622 860 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 1 811 900 | 1 811 900 | 1 811 900 | 1 811 900 | 1 711 940 CHF | 1 730 060 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 1 813 600 | 1 813 600 | 1 813 600 | 1 813 600 | 1 680 050 CHF | 1 698 180 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 1 775 700 | 1 775 700 | 1 775 700 | 1 775 700 | 1 683 010 CHF | 1 700 770 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 1 782 100 | 1 782 100 | 1 782 100 | 1 782 100 | 1 729 290 CHF | 1 747 110 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 1 829 900 | 1 829 900 | 1 829 900 | 1 829 900 | 1 674 730 CHF | 1 693 020 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 1 922 800 | 1 922 800 | 1 922 800 | 1 922 800 | 1 693 450 CHF | 1 712 680 CHF | 99,68% | 99,68% |