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 | 3.12% | 0.30 CHF | 0.31 CHF | 2'332'200 | 2'332'200 | 2'332'200 | 2'332'200 | 735'497 CHF | 758'819 CHF | 100.00% | 100.00% |
19.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 2'152'700 | 2'152'700 | 2'152'700 | 2'152'700 | 642'105 CHF | 663'632 CHF | 100.00% | 100.00% |
18.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 2'171'100 | 2'171'100 | 2'171'100 | 2'171'100 | 702'534 CHF | 724'245 CHF | 97.79% | 97.79% |
15.11.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 1'907'100 | 1'907'100 | 1'907'100 | 1'907'100 | 649'109 CHF | 668'180 CHF | 100.00% | 100.00% |
14.11.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 2'022'600 | 2'022'600 | 2'022'600 | 2'022'600 | 736'984 CHF | 757'210 CHF | 100.00% | 100.00% |
13.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 2'008'900 | 2'008'900 | 2'008'900 | 2'008'900 | 698'314 CHF | 718'403 CHF | 99.73% | 99.73% |
12.11.2024 | 2.54% | 0.35 CHF | 0.36 CHF | 1'713'800 | 1'713'800 | 1'713'800 | 1'713'800 | 666'719 CHF | 683'857 CHF | 100.00% | 100.00% |
11.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 1'847'900 | 1'847'900 | 1'847'900 | 1'847'900 | 808'404 CHF | 826'883 CHF | 100.00% | 100.00% |
08.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 1'679'000 | 1'679'000 | 1'679'000 | 1'679'000 | 682'232 CHF | 699'022 CHF | 100.00% | 100.00% |
07.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 1'766'800 | 1'766'800 | 1'766'800 | 1'766'800 | 796'822 CHF | 814'490 CHF | 99.67% | 99.67% |