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 | 0.35% | 2.86 CHF | 2.87 CHF | 550'000 | 550'000 | 532'033 | 532'033 | 1'508'850 CHF | 1'514'170 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 530'000 | 530'000 | 528'208 | 528'208 | 1'489'140 CHF | 1'494'420 CHF | 99.86% | 99.86% |
18.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'491'410 CHF | 1'496'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 1'460'750 CHF | 1'465'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 520'000 | 520'000 | 525'225 | 525'225 | 1'481'600 CHF | 1'486'850 CHF | 99.04% | 99.04% |
13.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 530'000 | 530'000 | 519'443 | 519'443 | 1'455'970 CHF | 1'461'160 CHF | 98.99% | 98.99% |
12.11.2024 | 0.39% | 2.78 CHF | 2.79 CHF | 520'000 | 520'000 | 479'016 | 479'016 | 1'294'390 CHF | 1'299'330 CHF | 97.77% | 97.77% |
11.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 440'000 | 440'000 | 435'190 | 435'190 | 1'057'250 CHF | 1'061'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 440'000 | 440'000 | 438'173 | 438'173 | 1'083'610 CHF | 1'087'990 CHF | 98.91% | 98.91% |
07.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 430'000 | 430'000 | 428'962 | 428'962 | 1'047'450 CHF | 1'051'740 CHF | 100.00% | 100.00% |