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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 540'000 | 540'000 | 537'144 | 537'144 | 1'399'630 CHF | 1'405'000 CHF | 100.00% | 100.00% |
22.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 540'000 | 540'000 | 547'337 | 547'337 | 1'432'060 CHF | 1'437'540 CHF | 100.00% | 100.00% |
20.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 1'382'800 CHF | 1'388'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 1'364'010 CHF | 1'369'290 CHF | 99.85% | 99.85% |
18.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 1'365'800 CHF | 1'371'070 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'336'320 CHF | 1'341'520 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 1'356'610 CHF | 1'361'860 CHF | 99.04% | 99.04% |
13.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 530'000 | 530'000 | 519'441 | 519'441 | 1'332'450 CHF | 1'337'650 CHF | 98.99% | 98.99% |
12.11.2024 | 0.43% | 2.55 CHF | 2.56 CHF | 520'000 | 520'000 | 479'006 | 479'006 | 1'180'860 CHF | 1'185'800 CHF | 97.75% | 97.75% |
11.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 955'102 CHF | 959'453 CHF | 100.00% | 100.00% |