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 | 0.43% | 2.34 CHF | 2.35 CHF | 550'000 | 550'000 | 532'035 | 532'035 | 1'232'370 CHF | 1'237'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 530'000 | 530'000 | 528'214 | 528'214 | 1'215'050 CHF | 1'220'330 CHF | 99.90% | 99.90% |
18.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'217'320 CHF | 1'222'590 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 1'190'170 CHF | 1'195'360 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 520'000 | 520'000 | 525'223 | 525'223 | 1'207'830 CHF | 1'213'080 CHF | 99.04% | 99.04% |
13.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 530'000 | 530'000 | 519'437 | 519'437 | 1'185'360 CHF | 1'190'550 CHF | 99.00% | 99.00% |
12.11.2024 | 0.48% | 2.26 CHF | 2.27 CHF | 520'000 | 520'000 | 479'012 | 479'012 | 1'045'920 CHF | 1'050'870 CHF | 97.79% | 97.79% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 832'234 CHF | 836'586 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 856'344 CHF | 860'726 CHF | 98.96% | 98.96% |
07.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 430'000 | 430'000 | 428'962 | 428'962 | 824'354 CHF | 828'644 CHF | 100.00% | 100.00% |