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 | 0.50% | 2.12 CHF | 2.13 CHF | 390'000 | 390'000 | 116'749 | 116'749 | 247'047 CHF | 248'223 CHF | 96.86% | 99.26% |
19.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 400'000 | 400'000 | 135'629 | 135'629 | 269'028 CHF | 270'386 CHF | 99.41% | 99.41% |
18.11.2024 | 0.54% | 1.96 CHF | 1.97 CHF | 410'000 | 410'000 | 133'870 | 133'870 | 254'033 CHF | 255'373 CHF | 98.42% | 98.42% |
15.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 420'000 | 420'000 | 129'057 | 129'057 | 245'447 CHF | 246'739 CHF | 99.53% | 99.53% |
14.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 400'000 | 400'000 | 124'864 | 124'864 | 243'577 CHF | 244'831 CHF | 99.75% | 99.75% |
13.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 400'000 | 400'000 | 135'529 | 135'529 | 256'307 CHF | 257'668 CHF | 99.81% | 99.81% |
12.11.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 430'000 | 430'000 | 138'909 | 138'909 | 252'798 CHF | 254'193 CHF | 99.67% | 99.67% |
11.11.2024 | 0.62% | 1.79 CHF | 1.82 CHF | 43'000 | 43'000 | 127'463 | 127'463 | 225'391 CHF | 226'700 CHF | 99.92% | 99.92% |
08.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450'000 | 450'000 | 142'339 | 142'339 | 247'015 CHF | 248'445 CHF | 99.72% | 99.72% |
07.11.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 450'000 | 450'000 | 143'473 | 143'473 | 242'311 CHF | 243'752 CHF | 99.83% | 99.83% |