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 | 0.63% | 1.49 CHF | 1.50 CHF | 1'214'300 | 1'214'300 | 1'214'300 | 1'214'300 | 1'911'830 CHF | 1'923'970 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 1'139'200 | 1'139'200 | 1'139'200 | 1'139'200 | 1'663'720 CHF | 1'675'120 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 1'124'400 | 1'124'400 | 1'124'400 | 1'124'400 | 1'838'080 CHF | 1'849'330 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 1'095'400 | 1'095'400 | 1'095'400 | 1'095'400 | 1'859'710 CHF | 1'870'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 1'227'800 | 1'227'800 | 1'227'800 | 1'227'800 | 2'092'730 CHF | 2'105'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 1'208'800 | 1'208'800 | 1'208'800 | 1'208'800 | 1'839'170 CHF | 1'851'260 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.54 CHF | 1.55 CHF | 970'500 | 970'500 | 970'500 | 970'500 | 1'705'010 CHF | 1'714'720 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 1'072'400 | 1'072'400 | 1'072'400 | 1'072'400 | 2'138'460 CHF | 2'149'180 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 997'500 | 997'500 | 997'500 | 997'500 | 1'781'090 CHF | 1'791'070 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 1'146'400 | 1'146'400 | 1'146'400 | 1'146'400 | 2'150'760 CHF | 2'162'220 CHF | 99.67% | 99.67% |