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 | 0.41% | 2.44 CHF | 2.45 CHF | 550'000 | 550'000 | 532'026 | 532'026 | 1'282'310 CHF | 1'287'630 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 530'000 | 530'000 | 528'210 | 528'210 | 1'264'340 CHF | 1'269'620 CHF | 99.90% | 99.90% |
18.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 1'266'600 CHF | 1'271'870 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 1'238'560 CHF | 1'243'760 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 520'000 | 520'000 | 525'222 | 525'222 | 1'257'230 CHF | 1'262'480 CHF | 99.04% | 99.04% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 1'234'120 CHF | 1'239'310 CHF | 98.99% | 98.99% |
12.11.2024 | 0.46% | 2.36 CHF | 2.37 CHF | 520'000 | 520'000 | 479'005 | 479'005 | 1'090'850 CHF | 1'095'790 CHF | 97.75% | 97.75% |
11.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 440'000 | 440'000 | 435'190 | 435'190 | 873'225 CHF | 877'577 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 897'242 CHF | 901'624 CHF | 98.95% | 98.95% |
07.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 430'000 | 430'000 | 428'952 | 428'952 | 864'495 CHF | 868'785 CHF | 100.00% | 100.00% |