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 | 0,48% | 1 035,00 CHF | 1 040,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 674 800 CHF | 4 697 300 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 1 035,00 CHF | 1 040,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 665 140 CHF | 4 687 640 CHF | 99,86% | 99,86% |
18/11/2024 | 0,48% | 1 040,00 CHF | 1 045,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 680 000 CHF | 4 702 500 CHF | 99,93% | 99,93% |
15/11/2024 | 0,48% | 1 040,00 CHF | 1 045,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 693 410 CHF | 4 715 910 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 1 050,00 CHF | 1 055,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 704 110 CHF | 4 726 610 CHF | 99,10% | 99,10% |
13/11/2024 | 0,48% | 1 045,00 CHF | 1 050,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 699 000 CHF | 4 721 500 CHF | 99,89% | 99,89% |
12/11/2024 | 0,48% | 1 045,00 CHF | 1 050,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 721 740 CHF | 4 744 240 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 1 055,00 CHF | 1 060,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 747 300 CHF | 4 769 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 1 045,00 CHF | 1 050,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 704 130 CHF | 4 726 630 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 1 045,00 CHF | 1 050,00 CHF | 4 500 | 4 500 | 4 500 | 4 500 | 4 729 910 CHF | 4 752 410 CHF | 100,00% | 100,00% |