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 | 0.58% | 1.66 CHF | 1.67 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'279'370 CHF | 514'750 CHF | 97.64% | 97.64% |
19.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'274'160 CHF | 512'666 CHF | 89.98% | 89.98% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'307'930 CHF | 526'170 CHF | 93.32% | 93.32% |
15.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'272'450 CHF | 511'980 CHF | 94.13% | 94.13% |
14.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'260'200 CHF | 507'079 CHF | 97.35% | 97.35% |
13.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'252'520 CHF | 504'007 CHF | 94.21% | 94.21% |
12.11.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'278'520 CHF | 514'408 CHF | 92.60% | 92.60% |
11.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'298'700 CHF | 522'480 CHF | 94.27% | 94.27% |
08.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'280'280 CHF | 515'111 CHF | 92.61% | 92.61% |
07.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'320'160 CHF | 531'065 CHF | 97.77% | 97.77% |