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 | 0.95% | 0.99 CHF | 1.00 CHF | 2'213'200 | 2'213'200 | 2'213'200 | 2'213'200 | 2'320'830 CHF | 2'342'960 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 2'320'100 | 2'320'100 | 2'320'100 | 2'320'100 | 2'265'880 CHF | 2'289'090 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 2'429'500 | 2'429'500 | 2'429'500 | 2'429'500 | 2'389'650 CHF | 2'413'940 CHF | 98.93% | 98.93% |
15.11.2024 | 0.92% | 0.98 CHF | 0.99 CHF | 2'010'800 | 2'010'800 | 2'010'800 | 2'010'800 | 2'179'310 CHF | 2'199'420 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1'915'000 | 1'915'000 | 1'915'000 | 1'915'000 | 2'391'060 CHF | 2'410'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 1'891'100 | 1'891'100 | 1'891'100 | 1'891'100 | 2'347'160 CHF | 2'366'080 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1'866'600 | 1'866'600 | 1'866'600 | 1'866'600 | 2'361'150 CHF | 2'379'810 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 1'854'100 | 1'854'100 | 1'854'100 | 1'854'100 | 2'410'710 CHF | 2'429'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1'863'900 | 1'863'900 | 1'863'900 | 1'863'900 | 2'327'410 CHF | 2'346'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 2'060'300 | 2'060'300 | 2'060'300 | 2'060'300 | 2'404'830 CHF | 2'425'440 CHF | 99.68% | 99.68% |