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 | 3,16% | 0,29 CHF | 0,30 CHF | 1 306 400 | 1 306 400 | 1 285 800 | 1 285 800 | 400 948 CHF | 413 806 CHF | 99,45% | 99,45% |
19/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 1 272 100 | 1 272 100 | 1 312 840 | 1 312 840 | 428 731 CHF | 441 860 CHF | 100,00% | 100,00% |
18/11/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 1 339 900 | 1 339 900 | 1 285 680 | 1 285 680 | 408 038 CHF | 420 895 CHF | 98,78% | 98,78% |
15/11/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 1 249 600 | 1 249 600 | 1 310 840 | 1 310 840 | 426 404 CHF | 439 512 CHF | 98,67% | 98,67% |
14/11/2024 | 3,20% | 0,33 CHF | 0,34 CHF | 1 350 200 | 1 350 200 | 1 179 320 | 1 179 320 | 361 570 CHF | 373 275 CHF | 100,00% | 100,00% |
13/11/2024 | 2,61% | 0,34 CHF | 0,35 CHF | 1 065 600 | 1 065 600 | 1 080 670 | 1 080 670 | 410 060 CHF | 420 866 CHF | 100,00% | 100,00% |
12/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 1 090 800 | 1 090 800 | 1 040 930 | 1 040 930 | 399 604 CHF | 410 013 CHF | 99,82% | 99,82% |
11/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 1 007 900 | 1 007 900 | 841 766 | 841 766 | 360 593 CHF | 369 010 CHF | 99,74% | 99,74% |
08/11/2024 | 1,72% | 0,53 CHF | 0,54 CHF | 733 400 | 733 400 | 729 875 | 729 875 | 419 942 CHF | 427 241 CHF | 99,16% | 99,16% |
07/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 727 500 | 727 500 | 804 802 | 804 802 | 473 304 CHF | 481 352 CHF | 99,96% | 99,96% |