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 | 0.52% | 1.88 CHF | 1.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'147'870 CHF | 384'624 CHF | 89.44% | 89.44% |
19.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'117'560 CHF | 374'520 CHF | 90.49% | 90.49% |
18.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'135'920 CHF | 380'640 CHF | 88.91% | 88.91% |
15.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'180'810 CHF | 395'602 CHF | 86.17% | 86.17% |
14.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'183'620 CHF | 396'539 CHF | 89.16% | 89.16% |
13.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'179'950 CHF | 395'317 CHF | 83.41% | 83.41% |
12.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'199'190 CHF | 401'730 CHF | 91.69% | 91.69% |
11.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'258'390 CHF | 421'462 CHF | 92.98% | 92.98% |
08.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'209'950 CHF | 405'317 CHF | 88.02% | 88.02% |
07.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'230'170 CHF | 412'055 CHF | 95.27% | 95.27% |