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 | 0.40% | 2.53 CHF | 2.54 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 1'331'660 CHF | 1'336'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 530'000 | 530'000 | 528'206 | 528'206 | 1'314'010 CHF | 1'319'290 CHF | 99.91% | 99.91% |
18.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 1'316'070 CHF | 1'321'340 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'288'100 CHF | 1'293'300 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 1'306'740 CHF | 1'311'990 CHF | 99.04% | 99.04% |
13.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 1'283'220 CHF | 1'288'410 CHF | 99.00% | 99.00% |
12.11.2024 | 0.45% | 2.45 CHF | 2.46 CHF | 520'000 | 520'000 | 479'019 | 479'019 | 1'135'760 CHF | 1'140'700 CHF | 97.82% | 97.82% |
11.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 440'000 | 440'000 | 435'189 | 435'189 | 914'364 CHF | 918'716 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 939'135 CHF | 943'517 CHF | 98.97% | 98.97% |
07.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 430'000 | 430'000 | 428'956 | 428'956 | 905'619 CHF | 909'908 CHF | 100.00% | 100.00% |