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 | 1.83% | 0.52 CHF | 0.53 CHF | 1'735'000 | 1'735'000 | 1'724'700 | 1'724'700 | 935'317 CHF | 952'564 CHF | 99.44% | 99.44% |
19.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 1'718'000 | 1'718'000 | 1'738'580 | 1'738'580 | 957'912 CHF | 975'298 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 1'752'400 | 1'752'400 | 1'725'710 | 1'725'710 | 940'894 CHF | 958'151 CHF | 98.77% | 98.77% |
15.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1'708'300 | 1'708'300 | 1'739'620 | 1'739'620 | 960'117 CHF | 977'513 CHF | 98.67% | 98.67% |
14.11.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 1'759'900 | 1'759'900 | 1'676'350 | 1'676'350 | 903'223 CHF | 919'987 CHF | 100.00% | 100.00% |
13.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 1'620'900 | 1'620'900 | 1'629'420 | 1'629'420 | 944'556 CHF | 960'850 CHF | 100.00% | 100.00% |
12.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 1'635'300 | 1'635'300 | 1'607'240 | 1'607'240 | 934'275 CHF | 950'347 CHF | 99.81% | 99.81% |
11.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 1'588'800 | 1'588'800 | 1'490'520 | 1'490'520 | 902'289 CHF | 917'194 CHF | 99.73% | 99.73% |
08.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 1'426'700 | 1'426'700 | 1'424'070 | 1'424'070 | 953'062 CHF | 967'303 CHF | 99.15% | 99.15% |
07.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 1'422'400 | 1'422'400 | 1'479'090 | 1'479'090 | 1'001'000 CHF | 1'015'800 CHF | 99.96% | 99.96% |