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 | 0.39% | 2.57 CHF | 2.58 CHF | 550'000 | 550'000 | 532'036 | 532'036 | 1'354'230 CHF | 1'359'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 530'000 | 530'000 | 528'196 | 528'196 | 1'336'470 CHF | 1'341'750 CHF | 99.85% | 99.85% |
18.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 1'338'400 CHF | 1'343'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'309'560 CHF | 1'314'750 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 520'000 | 520'000 | 525'213 | 525'213 | 1'328'440 CHF | 1'333'690 CHF | 99.04% | 99.04% |
13.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 530'000 | 530'000 | 519'444 | 519'444 | 1'305'150 CHF | 1'310'340 CHF | 98.99% | 98.99% |
12.11.2024 | 0.44% | 2.49 CHF | 2.50 CHF | 520'000 | 520'000 | 479'011 | 479'011 | 1'155'350 CHF | 1'160'290 CHF | 97.76% | 97.76% |
11.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 440'000 | 440'000 | 435'191 | 435'191 | 930'689 CHF | 935'041 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 955'462 CHF | 959'844 CHF | 98.88% | 98.88% |
07.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 430'000 | 430'000 | 428'959 | 428'959 | 921'798 CHF | 926'088 CHF | 100.00% | 100.00% |