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 | 1 034 200 | 1 034 200 | 1 024 680 | 1 024 680 | 637 723 CHF | 647 970 CHF | 99,45% | 99,45% |
19/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 1 018 400 | 1 018 400 | 1 037 420 | 1 037 420 | 662 957 CHF | 673 331 CHF | 100,00% | 100,00% |
18/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 1 050 100 | 1 050 100 | 1 025 270 | 1 025 270 | 644 859 CHF | 655 112 CHF | 98,78% | 98,78% |
15/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 1 008 900 | 1 008 900 | 1 037 720 | 1 037 720 | 662 255 CHF | 672 632 CHF | 98,67% | 98,67% |
14/11/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 1 056 300 | 1 056 300 | 978 274 | 978 274 | 602 769 CHF | 612 551 CHF | 100,00% | 100,00% |
13/11/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 926 400 | 926 400 | 934 023 | 934 023 | 645 884 CHF | 655 225 CHF | 100,00% | 100,00% |
12/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 939 200 | 939 200 | 914 144 | 914 144 | 636 936 CHF | 646 078 CHF | 99,82% | 99,82% |
11/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 897 600 | 897 600 | 811 295 | 811 295 | 600 934 CHF | 609 047 CHF | 99,74% | 99,74% |
08/11/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 755 100 | 755 100 | 752 949 | 752 949 | 654 538 CHF | 662 068 CHF | 99,15% | 99,15% |
07/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 751 500 | 751 500 | 798 086 | 798 086 | 703 512 CHF | 711 493 CHF | 99,96% | 99,96% |