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 | 2,61% | 0,20 CHF | 0,21 CHF | 2 697 400 | 2 697 400 | 2 733 510 | 2 733 510 | 517 373 CHF | 531 041 CHF | 99,44% | 99,44% |
19/11/2024 | 2,71% | 0,18 CHF | 0,18 CHF | 2 758 000 | 2 758 000 | 2 679 700 | 2 679 700 | 487 334 CHF | 500 732 CHF | 100,00% | 100,00% |
18/11/2024 | 2,62% | 0,19 CHF | 0,19 CHF | 2 628 200 | 2 628 200 | 2 718 250 | 2 718 250 | 512 619 CHF | 526 210 CHF | 98,77% | 98,77% |
15/11/2024 | 2,65% | 0,20 CHF | 0,20 CHF | 2 779 500 | 2 779 500 | 2 659 280 | 2 659 280 | 495 041 CHF | 508 338 CHF | 98,67% | 98,67% |
14/11/2024 | 2,52% | 0,19 CHF | 0,19 CHF | 2 582 500 | 2 582 500 | 2 833 080 | 2 833 080 | 556 342 CHF | 570 508 CHF | 100,00% | 100,00% |
13/11/2024 | 2,91% | 0,19 CHF | 0,19 CHF | 3 000 000 | 3 000 000 | 2 995 620 | 2 995 620 | 508 387 CHF | 523 365 CHF | 100,00% | 100,00% |
12/11/2024 | 2,94% | 0,17 CHF | 0,18 CHF | 2 993 000 | 2 993 000 | 2 997 210 | 2 997 210 | 502 772 CHF | 517 758 CHF | 99,80% | 99,80% |
11/11/2024 | 3,18% | 0,16 CHF | 0,17 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 464 540 CHF | 479 540 CHF | 99,73% | 99,73% |
08/11/2024 | 3,86% | 0,14 CHF | 0,14 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 381 168 CHF | 396 168 CHF | 99,15% | 99,15% |
07/11/2024 | 3,91% | 0,12 CHF | 0,13 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 377 514 CHF | 392 514 CHF | 99,96% | 99,96% |