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 | 1,83% | 0,52 CHF | 0,53 CHF | 1 735 000 | 1 735 000 | 1 724 700 | 1 724 700 | 935 317 CHF | 952 564 CHF | 99,44% | 99,44% |
19/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 1 718 000 | 1 718 000 | 1 738 580 | 1 738 580 | 957 912 CHF | 975 298 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 1 752 400 | 1 752 400 | 1 725 710 | 1 725 710 | 940 894 CHF | 958 151 CHF | 98,77% | 98,77% |
15/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 1 708 300 | 1 708 300 | 1 739 620 | 1 739 620 | 960 117 CHF | 977 513 CHF | 98,67% | 98,67% |
14/11/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 1 759 900 | 1 759 900 | 1 676 350 | 1 676 350 | 903 223 CHF | 919 987 CHF | 100,00% | 100,00% |
13/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 1 620 900 | 1 620 900 | 1 629 420 | 1 629 420 | 944 556 CHF | 960 850 CHF | 100,00% | 100,00% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 1 635 300 | 1 635 300 | 1 607 240 | 1 607 240 | 934 275 CHF | 950 347 CHF | 99,81% | 99,81% |
11/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 1 588 800 | 1 588 800 | 1 490 520 | 1 490 520 | 902 289 CHF | 917 194 CHF | 99,73% | 99,73% |
08/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 1 426 700 | 1 426 700 | 1 424 070 | 1 424 070 | 953 062 CHF | 967 303 CHF | 99,15% | 99,15% |
07/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 1 422 400 | 1 422 400 | 1 479 090 | 1 479 090 | 1 001 000 CHF | 1 015 800 CHF | 99,96% | 99,96% |