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% | 2.76 CHF | 2.77 CHF | 550'000 | 550'000 | 532'036 | 532'036 | 1'457'970 CHF | 1'463'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530'000 | 530'000 | 528'196 | 528'196 | 1'438'510 CHF | 1'443'790 CHF | 99.87% | 99.87% |
18.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 1'440'640 CHF | 1'445'910 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'410'760 CHF | 1'415'960 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 520'000 | 520'000 | 525'213 | 525'213 | 1'430'920 CHF | 1'436'170 CHF | 99.04% | 99.04% |
13.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530'000 | 530'000 | 519'444 | 519'444 | 1'405'960 CHF | 1'411'160 CHF | 99.00% | 99.00% |
12.11.2024 | 0.41% | 2.69 CHF | 2.70 CHF | 520'000 | 520'000 | 479'015 | 479'015 | 1'248'070 CHF | 1'253'010 CHF | 97.78% | 97.78% |
11.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 440'000 | 440'000 | 435'191 | 435'191 | 1'014'910 CHF | 1'019'260 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 1'040'900 CHF | 1'045'280 CHF | 98.90% | 98.90% |
07.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 430'000 | 430'000 | 428'959 | 428'959 | 1'005'600 CHF | 1'009'890 CHF | 100.00% | 100.00% |