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 | 2.61% | 0.20 CHF | 0.21 CHF | 2'697'400 | 2'697'400 | 2'733'510 | 2'733'510 | 517'373 CHF | 531'041 CHF | 99.44% | 99.44% |
19.11.2024 | 2.71% | 0.18 CHF | 0.18 CHF | 2'758'000 | 2'758'000 | 2'679'700 | 2'679'700 | 487'334 CHF | 500'732 CHF | 100.00% | 100.00% |
18.11.2024 | 2.62% | 0.19 CHF | 0.19 CHF | 2'628'200 | 2'628'200 | 2'718'250 | 2'718'250 | 512'619 CHF | 526'210 CHF | 98.77% | 98.77% |
15.11.2024 | 2.65% | 0.20 CHF | 0.20 CHF | 2'779'500 | 2'779'500 | 2'659'280 | 2'659'280 | 495'041 CHF | 508'338 CHF | 98.67% | 98.67% |
14.11.2024 | 2.52% | 0.19 CHF | 0.19 CHF | 2'582'500 | 2'582'500 | 2'833'080 | 2'833'080 | 556'342 CHF | 570'508 CHF | 100.00% | 100.00% |
13.11.2024 | 2.91% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'995'620 | 2'995'620 | 508'387 CHF | 523'365 CHF | 100.00% | 100.00% |
12.11.2024 | 2.94% | 0.17 CHF | 0.18 CHF | 2'993'000 | 2'993'000 | 2'997'210 | 2'997'210 | 502'772 CHF | 517'758 CHF | 99.80% | 99.80% |
11.11.2024 | 3.18% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 464'540 CHF | 479'540 CHF | 99.73% | 99.73% |
08.11.2024 | 3.86% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 381'168 CHF | 396'168 CHF | 99.15% | 99.15% |
07.11.2024 | 3.91% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 377'514 CHF | 392'514 CHF | 99.96% | 99.96% |