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 | 1.26% | 0.77 CHF | 0.78 CHF | 2'820'100 | 2'820'100 | 2'820'100 | 2'820'100 | 2'226'560 CHF | 2'254'760 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 2'762'200 | 2'762'200 | 2'762'200 | 2'762'200 | 2'104'200 CHF | 2'131'820 CHF | 100.00% | 100.00% |
18.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 2'741'200 | 2'741'200 | 2'741'200 | 2'741'200 | 2'182'470 CHF | 2'209'880 CHF | 99.58% | 99.58% |
15.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 2'611'200 | 2'611'200 | 2'611'200 | 2'611'200 | 2'159'270 CHF | 2'185'380 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 2'521'900 | 2'521'900 | 2'521'900 | 2'521'900 | 2'272'320 CHF | 2'297'540 CHF | 100.00% | 100.00% |
13.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 2'538'300 | 2'538'300 | 2'538'300 | 2'538'300 | 2'216'240 CHF | 2'241'630 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 2'387'400 | 2'387'400 | 2'387'400 | 2'387'400 | 2'239'220 CHF | 2'263'100 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 2'494'600 | 2'494'600 | 2'494'600 | 2'494'600 | 2'315'920 CHF | 2'340'870 CHF | 99.46% | 99.46% |
08.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 2'595'800 | 2'595'800 | 2'595'800 | 2'595'800 | 2'217'930 CHF | 2'243'890 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 2'592'800 | 2'592'800 | 2'592'800 | 2'592'800 | 2'222'980 CHF | 2'248'910 CHF | 99.67% | 99.67% |