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 | 2,45% | 0,20 CHF | 0,21 CHF | 2 505 200 | 2 505 200 | 2 587 840 | 2 587 840 | 522 673 CHF | 535 612 CHF | 100,00% | 100,00% |
19/11/2024 | 2,56% | 0,20 CHF | 0,20 CHF | 2 675 000 | 2 675 000 | 2 563 520 | 2 563 520 | 494 776 CHF | 507 594 CHF | 98,78% | 98,78% |
18/11/2024 | 2,40% | 0,20 CHF | 0,20 CHF | 2 443 500 | 2 443 500 | 2 429 970 | 2 429 970 | 500 967 CHF | 513 116 CHF | 100,00% | 100,00% |
15/11/2024 | 2,30% | 0,22 CHF | 0,22 CHF | 2 415 700 | 2 415 700 | 2 286 690 | 2 286 690 | 490 583 CHF | 502 017 CHF | 100,00% | 100,00% |
14/11/2024 | 2,14% | 0,22 CHF | 0,23 CHF | 2 153 100 | 2 153 100 | 2 314 280 | 2 314 280 | 535 787 CHF | 547 358 CHF | 99,91% | 99,91% |
13/11/2024 | 2,39% | 0,21 CHF | 0,22 CHF | 2 484 600 | 2 484 600 | 2 386 140 | 2 386 140 | 493 437 CHF | 505 368 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,22 CHF | 0,22 CHF | 2 283 000 | 2 283 000 | 2 449 930 | 2 449 930 | 534 967 CHF | 547 216 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 0,22 CHF | 0,23 CHF | 2 626 100 | 2 626 100 | 2 676 290 | 2 676 290 | 542 254 CHF | 555 636 CHF | 100,00% | 100,00% |
08/11/2024 | 2,60% | 0,20 CHF | 0,20 CHF | 2 729 200 | 2 729 200 | 2 636 070 | 2 636 070 | 500 207 CHF | 513 387 CHF | 100,00% | 100,00% |
07/11/2024 | 2,54% | 0,19 CHF | 0,19 CHF | 2 538 300 | 2 538 300 | 2 675 860 | 2 675 860 | 520 856 CHF | 534 235 CHF | 99,41% | 99,41% |