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 | 1.05% | 0.93 CHF | 0.94 CHF | 1'572'900 | 1'572'900 | 1'528'020 | 1'528'020 | 1'448'800 CHF | 1'464'080 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1'522'100 | 1'522'100 | 1'481'060 | 1'481'060 | 1'401'520 CHF | 1'416'330 CHF | 98.78% | 98.78% |
18.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1'475'500 | 1'475'500 | 1'390'130 | 1'390'130 | 1'392'620 CHF | 1'406'530 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1'378'800 | 1'378'800 | 1'368'690 | 1'368'690 | 1'435'940 CHF | 1'449'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1'367'500 | 1'367'500 | 1'442'180 | 1'442'180 | 1'545'410 CHF | 1'559'830 CHF | 99.91% | 99.91% |
13.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1'452'000 | 1'452'000 | 1'472'760 | 1'472'760 | 1'445'400 CHF | 1'460'130 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1'475'400 | 1'475'400 | 1'520'800 | 1'520'800 | 1'503'650 CHF | 1'518'860 CHF | 100.00% | 100.00% |
11.11.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 1'526'900 | 1'526'900 | 1'700'160 | 1'700'160 | 1'558'420 CHF | 1'575'420 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 1'722'800 | 1'722'800 | 1'726'070 | 1'726'070 | 1'481'840 CHF | 1'499'100 CHF | 100.00% | 100.00% |
07.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 1'726'500 | 1'726'500 | 1'637'250 | 1'637'250 | 1'443'930 CHF | 1'460'300 CHF | 99.90% | 99.90% |