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 | 0.36% | 2.81 CHF | 2.82 CHF | 550'000 | 550'000 | 532'034 | 532'034 | 1'481'430 CHF | 1'486'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 1'462'280 CHF | 1'467'560 CHF | 99.89% | 99.89% |
18.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 1'464'640 CHF | 1'469'910 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'434'520 CHF | 1'439'710 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 520'000 | 520'000 | 525'214 | 525'214 | 1'454'820 CHF | 1'460'070 CHF | 99.04% | 99.04% |
13.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 1'429'680 CHF | 1'434'880 CHF | 98.99% | 98.99% |
12.11.2024 | 0.40% | 2.73 CHF | 2.74 CHF | 520'000 | 520'000 | 479'014 | 479'014 | 1'270'710 CHF | 1'275'650 CHF | 97.82% | 97.82% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 440'000 | 440'000 | 435'196 | 435'196 | 1'036'680 CHF | 1'041'030 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 1'062'760 CHF | 1'067'150 CHF | 98.94% | 98.94% |
07.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 430'000 | 430'000 | 428'960 | 428'960 | 1'027'180 CHF | 1'031'470 CHF | 100.00% | 100.00% |