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% | 0.40 CHF | 0.41 CHF | 1'331'600 | 1'331'600 | 1'414'820 | 1'414'820 | 528'710 CHF | 542'858 CHF | 100.00% | 100.00% |
19.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 1'425'800 | 1'425'800 | 1'509'860 | 1'509'860 | 562'421 CHF | 577'519 CHF | 98.78% | 98.78% |
18.11.2024 | 3.02% | 0.35 CHF | 0.36 CHF | 1'521'300 | 1'521'300 | 1'713'680 | 1'713'650 | 559'842 CHF | 576'969 CHF | 100.00% | 100.00% |
15.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 1'739'200 | 1'739'200 | 1'766'660 | 1'766'660 | 517'283 CHF | 534'950 CHF | 100.00% | 100.00% |
14.11.2024 | 2.76% | 0.30 CHF | 0.31 CHF | 1'769'900 | 1'769'900 | 1'556'680 | 1'556'680 | 427'244 CHF | 439'336 CHF | 99.79% | 99.79% |
13.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1'528'600 | 1'528'600 | 1'479'890 | 1'479'890 | 527'680 CHF | 542'479 CHF | 100.00% | 100.00% |
12.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 1'473'700 | 1'473'700 | 1'373'000 | 1'373'460 | 475'730 CHF | 489'618 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.37 CHF | 0.38 CHF | 1'360'000 | 1'360'000 | 1'019'140 | 1'019'140 | 458'028 CHF | 468'220 CHF | 100.00% | 100.00% |
08.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 974'600 | 974'600 | 970'181 | 970'181 | 524'834 CHF | 534'536 CHF | 100.00% | 100.00% |
07.11.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 969'600 | 969'600 | 1'079'590 | 1'079'590 | 552'800 CHF | 563'596 CHF | 99.90% | 99.90% |