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 | 2.57% | 0.21 CHF | 0.21 CHF | 2'663'200 | 2'663'200 | 2'829'540 | 2'829'540 | 543'978 CHF | 558'126 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 0.19 CHF | 0.19 CHF | 2'851'500 | 2'851'500 | 2'982'200 | 2'982'200 | 570'651 CHF | 585'562 CHF | 98.77% | 98.77% |
18.11.2024 | 2.97% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 499'025 CHF | 514'025 CHF | 100.00% | 100.00% |
15.11.2024 | 3.36% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 439'326 CHF | 454'326 CHF | 100.00% | 100.00% |
14.11.2024 | 3.62% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 407'973 CHF | 422'973 CHF | 99.79% | 99.79% |
13.11.2024 | 2.76% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'953'330 | 2'953'330 | 527'869 CHF | 542'635 CHF | 100.00% | 100.00% |
12.11.2024 | 2.85% | 0.17 CHF | 0.18 CHF | 2'947'400 | 2'947'400 | 2'746'830 | 2'746'830 | 475'907 CHF | 489'641 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.19 CHF | 0.19 CHF | 2'719'900 | 2'719'900 | 2'038'270 | 2'038'270 | 460'632 CHF | 470'823 CHF | 100.00% | 100.00% |
08.11.2024 | 2.51% | 0.27 CHF | 0.28 CHF | 1'949'200 | 1'949'200 | 1'940'360 | 1'940'360 | 531'216 CHF | 544'742 CHF | 100.00% | 100.00% |
07.11.2024 | 2.32% | 0.28 CHF | 0.29 CHF | 1'939'200 | 1'939'200 | 2'159'170 | 2'159'170 | 558'207 CHF | 571'348 CHF | 99.90% | 99.90% |