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 | 0.37% | 2.58 CHF | 2.59 CHF | 870'200 | 870'200 | 870'200 | 870'200 | 2'348'830 CHF | 2'357'530 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 828'300 | 828'300 | 828'300 | 828'300 | 2'106'660 CHF | 2'114'940 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 819'900 | 819'900 | 819'900 | 819'900 | 2'280'530 CHF | 2'288'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 803'500 | 803'500 | 803'500 | 803'500 | 2'304'130 CHF | 2'312'160 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 879'000 | 879'000 | 879'000 | 879'000 | 2'527'200 CHF | 2'535'990 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 868'400 | 868'400 | 868'400 | 868'400 | 2'277'930 CHF | 2'286'610 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.65 CHF | 2.66 CHF | 735'200 | 735'200 | 735'200 | 735'200 | 2'154'640 CHF | 2'162'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 795'300 | 795'300 | 795'300 | 795'300 | 2'577'470 CHF | 2'585'420 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 752'100 | 752'100 | 752'100 | 752'100 | 2'229'310 CHF | 2'236'830 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 839'400 | 839'400 | 839'400 | 839'400 | 2'588'030 CHF | 2'596'430 CHF | 99.68% | 99.68% |