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 | 2.04% | 0.23 CHF | 0.23 CHF | 1'639'800 | 1'639'800 | 1'639'800 | 1'639'800 | 398'926 CHF | 407'125 CHF | 100.00% | 100.00% |
19.11.2024 | 2.23% | 0.23 CHF | 0.24 CHF | 1'489'500 | 1'489'500 | 1'489'500 | 1'489'500 | 332'983 CHF | 340'459 CHF | 100.00% | 100.00% |
18.11.2024 | 2.31% | 0.26 CHF | 0.27 CHF | 1'468'900 | 1'468'900 | 1'468'890 | 1'468'890 | 376'325 CHF | 385'174 CHF | 99.05% | 99.05% |
15.11.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 1'336'800 | 1'336'800 | 1'336'800 | 1'336'800 | 369'227 CHF | 382'564 CHF | 100.00% | 100.00% |
14.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 1'618'800 | 1'618'800 | 1'618'800 | 1'618'800 | 450'051 CHF | 465'625 CHF | 99.08% | 99.08% |
13.11.2024 | 2.09% | 0.24 CHF | 0.24 CHF | 1'600'600 | 1'600'600 | 1'600'600 | 1'600'600 | 380'254 CHF | 388'257 CHF | 100.00% | 100.00% |
12.11.2024 | 3.21% | 0.25 CHF | 0.25 CHF | 1'193'000 | 1'193'000 | 1'193'000 | 1'193'000 | 341'600 CHF | 352'819 CHF | 100.00% | 100.00% |
11.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 1'327'600 | 1'327'600 | 1'327'600 | 1'327'600 | 444'944 CHF | 458'220 CHF | 100.00% | 100.00% |
08.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 1'176'400 | 1'176'400 | 1'176'400 | 1'176'400 | 357'917 CHF | 369'681 CHF | 100.00% | 100.00% |
07.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 1'312'000 | 1'312'000 | 1'312'000 | 1'312'000 | 430'338 CHF | 443'458 CHF | 99.67% | 99.67% |