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 | 2.12% | 0.44 CHF | 0.45 CHF | 1'359'300 | 1'359'300 | 1'359'300 | 1'359'300 | 634'168 CHF | 647'761 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 1'231'500 | 1'231'500 | 1'231'500 | 1'231'500 | 536'338 CHF | 548'653 CHF | 100.00% | 100.00% |
18.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 1'244'400 | 1'244'400 | 1'244'400 | 1'244'400 | 599'814 CHF | 612'258 CHF | 97.81% | 97.81% |
15.11.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 1'059'400 | 1'059'400 | 1'059'400 | 1'059'400 | 545'077 CHF | 555'671 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 1'137'900 | 1'137'900 | 1'137'900 | 1'137'900 | 633'282 CHF | 644'661 CHF | 100.00% | 100.00% |
13.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 1'128'500 | 1'128'500 | 1'128'500 | 1'128'500 | 593'688 CHF | 604'973 CHF | 99.73% | 99.73% |
12.11.2024 | 1.65% | 0.54 CHF | 0.55 CHF | 925'800 | 925'800 | 925'800 | 925'800 | 557'874 CHF | 567'132 CHF | 100.00% | 100.00% |
11.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 1'014'400 | 1'014'400 | 1'014'400 | 1'014'400 | 704'156 CHF | 714'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 901'100 | 901'100 | 901'100 | 901'100 | 574'386 CHF | 583'397 CHF | 100.00% | 100.00% |
07.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 958'700 | 958'700 | 958'700 | 958'700 | 692'250 CHF | 701'837 CHF | 99.67% | 99.67% |