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 | 0.37% | 2.72 CHF | 2.73 CHF | 550'000 | 550'000 | 532'035 | 532'035 | 1'431'820 CHF | 1'437'140 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 530'000 | 530'000 | 528'214 | 528'214 | 1'413'000 CHF | 1'418'280 CHF | 99.90% | 99.90% |
18.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'415'100 CHF | 1'420'380 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 1'385'900 CHF | 1'391'100 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 1'405'730 CHF | 1'410'980 CHF | 99.04% | 99.04% |
13.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 530'000 | 530'000 | 519'438 | 519'438 | 1'381'130 CHF | 1'386'330 CHF | 98.99% | 98.99% |
12.11.2024 | 0.41% | 2.64 CHF | 2.65 CHF | 520'000 | 520'000 | 479'013 | 479'013 | 1'225'840 CHF | 1'230'790 CHF | 97.80% | 97.80% |
11.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 440'000 | 440'000 | 435'189 | 435'189 | 996'148 CHF | 1'000'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 1'021'830 CHF | 1'026'220 CHF | 98.96% | 98.96% |
07.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 430'000 | 430'000 | 428'964 | 428'964 | 986'882 CHF | 991'172 CHF | 100.00% | 100.00% |