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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 2 175 200 | 2 175 200 | 2 175 200 | 2 175 200 | 1 678 580 CHF | 1 700 330 CHF | 99,98% | 99,98% |
20/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 2 128 300 | 2 128 300 | 2 128 300 | 2 128 300 | 1 703 530 CHF | 1 724 820 CHF | 100,00% | 100,00% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 2 219 000 | 2 219 000 | 2 219 000 | 2 219 000 | 1 817 580 CHF | 1 839 770 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 2 207 300 | 2 207 300 | 2 207 300 | 2 207 300 | 1 752 860 CHF | 1 774 930 CHF | 97,79% | 97,79% |
15/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 2 356 100 | 2 356 100 | 2 356 100 | 2 356 100 | 1 839 160 CHF | 1 862 720 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 2 276 400 | 2 276 400 | 2 276 400 | 2 276 400 | 1 738 470 CHF | 1 761 230 CHF | 100,00% | 100,00% |
13/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 2 284 600 | 2 284 600 | 2 284 600 | 2 284 600 | 1 778 930 CHF | 1 801 770 CHF | 99,73% | 99,73% |
12/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 2 470 700 | 2 470 700 | 2 470 700 | 2 470 700 | 1 850 790 CHF | 1 875 500 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 2 362 000 | 2 362 000 | 2 362 000 | 2 362 000 | 1 695 280 CHF | 1 718 900 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 2 481 500 | 2 481 500 | 2 481 500 | 2 481 500 | 1 838 680 CHF | 1 863 500 CHF | 100,00% | 100,00% |