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 | 2.64% | 0.19 CHF | 0.20 CHF | 2'773'400 | 2'773'400 | 2'718'350 | 2'718'350 | 509'067 CHF | 522'659 CHF | 100.00% | 100.00% |
19.11.2024 | 2.53% | 0.19 CHF | 0.20 CHF | 2'660'300 | 2'660'300 | 2'726'630 | 2'726'630 | 532'417 CHF | 546'050 CHF | 98.77% | 98.77% |
18.11.2024 | 2.65% | 0.20 CHF | 0.20 CHF | 2'798'100 | 2'798'100 | 2'806'910 | 2'806'910 | 521'893 CHF | 535'927 CHF | 100.00% | 100.00% |
15.11.2024 | 2.76% | 0.18 CHF | 0.19 CHF | 2'816'200 | 2'816'200 | 2'906'300 | 2'906'300 | 519'945 CHF | 534'476 CHF | 100.00% | 100.00% |
14.11.2024 | 2.95% | 0.18 CHF | 0.18 CHF | 2'999'600 | 2'999'600 | 2'864'680 | 2'864'680 | 479'249 CHF | 493'572 CHF | 99.91% | 99.91% |
13.11.2024 | 2.63% | 0.19 CHF | 0.19 CHF | 2'722'100 | 2'722'100 | 2'786'670 | 2'786'670 | 522'526 CHF | 536'460 CHF | 100.00% | 100.00% |
12.11.2024 | 2.77% | 0.18 CHF | 0.19 CHF | 2'854'300 | 2'854'300 | 2'728'370 | 2'728'920 | 485'605 CHF | 499'346 CHF | 100.00% | 100.00% |
11.11.2024 | 2.56% | 0.18 CHF | 0.18 CHF | 2'596'600 | 2'596'600 | 2'566'370 | 2'566'370 | 494'732 CHF | 507'564 CHF | 100.00% | 100.00% |
08.11.2024 | 2.43% | 0.20 CHF | 0.21 CHF | 2'534'500 | 2'534'500 | 2'586'210 | 2'586'210 | 524'750 CHF | 537'681 CHF | 100.00% | 100.00% |
07.11.2024 | 2.47% | 0.21 CHF | 0.22 CHF | 2'640'500 | 2'640'500 | 2'554'400 | 2'554'400 | 511'064 CHF | 523'836 CHF | 99.41% | 99.41% |