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 | 1,09% | 0,98 CHF | 0,99 CHF | 637 800 | 637 800 | 637 800 | 637 800 | 584 690 CHF | 591 068 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 694 200 | 694 200 | 694 200 | 694 200 | 685 055 CHF | 691 997 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 685 500 | 685 500 | 685 500 | 685 500 | 612 414 CHF | 619 269 CHF | 98,93% | 98,93% |
15/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 737 800 | 737 800 | 737 800 | 737 800 | 623 097 CHF | 630 475 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 613 900 | 613 900 | 613 900 | 613 900 | 528 477 CHF | 534 616 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 625 700 | 625 700 | 625 700 | 625 700 | 611 983 CHF | 618 240 CHF | 99,46% | 99,46% |
12/11/2024 | 1,18% | 0,96 CHF | 0,97 CHF | 851 300 | 851 300 | 851 300 | 851 300 | 718 517 CHF | 727 030 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 721 700 | 721 700 | 721 556 | 721 556 | 520 361 CHF | 527 578 CHF | 100,00% | 100,00% |
08/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 833 500 | 833 500 | 833 500 | 833 500 | 676 672 CHF | 685 007 CHF | 99,87% | 99,87% |
07/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 752 600 | 752 600 | 752 600 | 752 600 | 574 078 CHF | 581 604 CHF | 99,67% | 99,67% |