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 | 3.16% | 0.29 CHF | 0.30 CHF | 1'306'400 | 1'306'400 | 1'285'800 | 1'285'800 | 400'948 CHF | 413'806 CHF | 99.45% | 99.45% |
19.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1'272'100 | 1'272'100 | 1'312'840 | 1'312'840 | 428'731 CHF | 441'860 CHF | 100.00% | 100.00% |
18.11.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 1'339'900 | 1'339'900 | 1'285'680 | 1'285'680 | 408'038 CHF | 420'895 CHF | 98.78% | 98.78% |
15.11.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 1'249'600 | 1'249'600 | 1'310'840 | 1'310'840 | 426'404 CHF | 439'512 CHF | 98.67% | 98.67% |
14.11.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 1'350'200 | 1'350'200 | 1'179'320 | 1'179'320 | 361'570 CHF | 373'275 CHF | 100.00% | 100.00% |
13.11.2024 | 2.61% | 0.34 CHF | 0.35 CHF | 1'065'600 | 1'065'600 | 1'080'670 | 1'080'670 | 410'060 CHF | 420'866 CHF | 100.00% | 100.00% |
12.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 1'090'800 | 1'090'800 | 1'040'930 | 1'040'930 | 399'604 CHF | 410'013 CHF | 99.82% | 99.82% |
11.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 1'007'900 | 1'007'900 | 841'766 | 841'766 | 360'593 CHF | 369'010 CHF | 99.74% | 99.74% |
08.11.2024 | 1.72% | 0.53 CHF | 0.54 CHF | 733'400 | 733'400 | 729'875 | 729'875 | 419'942 CHF | 427'241 CHF | 99.16% | 99.16% |
07.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 727'500 | 727'500 | 804'802 | 804'802 | 473'304 CHF | 481'352 CHF | 99.96% | 99.96% |