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 | 0.38% | 2.67 CHF | 2.68 CHF | 550'000 | 550'000 | 532'028 | 532'028 | 1'405'500 CHF | 1'410'820 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530'000 | 530'000 | 528'204 | 528'204 | 1'387'160 CHF | 1'392'440 CHF | 99.88% | 99.88% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'389'780 CHF | 1'395'060 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 1'360'190 CHF | 1'365'380 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 1'379'740 CHF | 1'384'990 CHF | 99.04% | 99.04% |
13.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530'000 | 530'000 | 519'441 | 519'441 | 1'355'370 CHF | 1'360'570 CHF | 98.99% | 98.99% |
12.11.2024 | 0.42% | 2.59 CHF | 2.60 CHF | 520'000 | 520'000 | 479'017 | 479'017 | 1'201'990 CHF | 1'206'940 CHF | 97.79% | 97.79% |
11.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 440'000 | 440'000 | 435'191 | 435'191 | 972'965 CHF | 977'317 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 998'078 CHF | 1'002'460 CHF | 98.93% | 98.93% |
07.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 430'000 | 430'000 | 428'957 | 428'957 | 963'756 CHF | 968'046 CHF | 100.00% | 100.00% |