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 | 1'034'200 | 1'034'200 | 1'024'680 | 1'024'680 | 637'723 CHF | 647'970 CHF | 99.45% | 99.45% |
19.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1'018'400 | 1'018'400 | 1'037'420 | 1'037'420 | 662'957 CHF | 673'331 CHF | 100.00% | 100.00% |
18.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 1'050'100 | 1'050'100 | 1'025'270 | 1'025'270 | 644'859 CHF | 655'112 CHF | 98.78% | 98.78% |
15.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 1'008'900 | 1'008'900 | 1'037'720 | 1'037'720 | 662'255 CHF | 672'632 CHF | 98.67% | 98.67% |
14.11.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 1'056'300 | 1'056'300 | 978'274 | 978'274 | 602'769 CHF | 612'551 CHF | 100.00% | 100.00% |
13.11.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 926'400 | 926'400 | 934'023 | 934'023 | 645'884 CHF | 655'225 CHF | 100.00% | 100.00% |
12.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 939'200 | 939'200 | 914'144 | 914'144 | 636'936 CHF | 646'078 CHF | 99.82% | 99.82% |
11.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 897'600 | 897'600 | 811'295 | 811'295 | 600'934 CHF | 609'047 CHF | 99.74% | 99.74% |
08.11.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 755'100 | 755'100 | 752'949 | 752'949 | 654'538 CHF | 662'068 CHF | 99.15% | 99.15% |
07.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 751'500 | 751'500 | 798'086 | 798'086 | 703'512 CHF | 711'493 CHF | 99.96% | 99.96% |