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 | 2.45% | 0.20 CHF | 0.21 CHF | 2'505'200 | 2'505'200 | 2'587'840 | 2'587'840 | 522'673 CHF | 535'612 CHF | 100.00% | 100.00% |
19.11.2024 | 2.56% | 0.20 CHF | 0.20 CHF | 2'675'000 | 2'675'000 | 2'563'520 | 2'563'520 | 494'776 CHF | 507'594 CHF | 98.78% | 98.78% |
18.11.2024 | 2.40% | 0.20 CHF | 0.20 CHF | 2'443'500 | 2'443'500 | 2'429'970 | 2'429'970 | 500'967 CHF | 513'116 CHF | 100.00% | 100.00% |
15.11.2024 | 2.30% | 0.22 CHF | 0.22 CHF | 2'415'700 | 2'415'700 | 2'286'690 | 2'286'690 | 490'583 CHF | 502'017 CHF | 100.00% | 100.00% |
14.11.2024 | 2.14% | 0.22 CHF | 0.23 CHF | 2'153'100 | 2'153'100 | 2'314'280 | 2'314'280 | 535'787 CHF | 547'358 CHF | 99.91% | 99.91% |
13.11.2024 | 2.39% | 0.21 CHF | 0.22 CHF | 2'484'600 | 2'484'600 | 2'386'140 | 2'386'140 | 493'437 CHF | 505'368 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.22 CHF | 0.22 CHF | 2'283'000 | 2'283'000 | 2'449'930 | 2'449'930 | 534'967 CHF | 547'216 CHF | 100.00% | 100.00% |
11.11.2024 | 2.44% | 0.22 CHF | 0.23 CHF | 2'626'100 | 2'626'100 | 2'676'290 | 2'676'290 | 542'254 CHF | 555'636 CHF | 100.00% | 100.00% |
08.11.2024 | 2.60% | 0.20 CHF | 0.20 CHF | 2'729'200 | 2'729'200 | 2'636'070 | 2'636'070 | 500'207 CHF | 513'387 CHF | 100.00% | 100.00% |
07.11.2024 | 2.54% | 0.19 CHF | 0.19 CHF | 2'538'300 | 2'538'300 | 2'675'860 | 2'675'860 | 520'856 CHF | 534'235 CHF | 99.41% | 99.41% |