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 | 0.34% | 2.96 CHF | 2.97 CHF | 550'000 | 550'000 | 532'039 | 532'039 | 1'559'660 CHF | 1'564'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 1'539'880 CHF | 1'545'160 CHF | 99.87% | 99.87% |
18.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'542'250 CHF | 1'547'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'511'210 CHF | 1'516'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 520'000 | 520'000 | 525'224 | 525'224 | 1'532'270 CHF | 1'537'520 CHF | 99.04% | 99.04% |
13.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530'000 | 530'000 | 519'448 | 519'448 | 1'506'260 CHF | 1'511'450 CHF | 99.00% | 99.00% |
12.11.2024 | 0.38% | 2.88 CHF | 2.89 CHF | 520'000 | 520'000 | 479'021 | 479'021 | 1'340'580 CHF | 1'345'520 CHF | 97.78% | 97.78% |
11.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 440'000 | 440'000 | 435'190 | 435'190 | 1'099'570 CHF | 1'103'930 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 440'000 | 440'000 | 438'174 | 438'174 | 1'125'800 CHF | 1'130'180 CHF | 98.93% | 98.93% |
07.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 430'000 | 430'000 | 428'959 | 428'959 | 1'088'770 CHF | 1'093'060 CHF | 100.00% | 100.00% |