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 | 1.59% | 0.59 CHF | 0.60 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'871'400 CHF | 1'901'400 CHF | 100.00% | 100.00% |
19.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 2'847'900 | 2'847'900 | 2'847'900 | 2'847'900 | 1'646'270 CHF | 1'674'750 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 2'810'800 | 2'810'800 | 2'810'800 | 2'810'800 | 1'821'440 CHF | 1'849'550 CHF | 100.00% | 100.00% |
15.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 2'738'500 | 2'738'500 | 2'738'500 | 2'738'500 | 1'843'710 CHF | 1'871'090 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'025'780 CHF | 2'055'780 CHF | 100.00% | 100.00% |
13.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'807'420 CHF | 1'837'420 CHF | 100.00% | 100.00% |
12.11.2024 | 1.43% | 0.61 CHF | 0.62 CHF | 2'426'100 | 2'426'100 | 2'426'100 | 2'426'100 | 1'690'070 CHF | 1'714'330 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 2'680'900 | 2'680'900 | 2'680'900 | 2'680'900 | 2'121'930 CHF | 2'148'740 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 2'493'700 | 2'493'700 | 2'493'700 | 2'493'700 | 1'765'940 CHF | 1'790'880 CHF | 100.00% | 100.00% |
07.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 2'866'000 | 2'866'000 | 2'866'000 | 2'866'000 | 2'134'290 CHF | 2'162'950 CHF | 99.68% | 99.68% |