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% | 2.48 CHF | 2.49 CHF | 550'000 | 550'000 | 532'036 | 532'036 | 1'303'530 CHF | 1'308'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530'000 | 530'000 | 528'197 | 528'197 | 1'285'290 CHF | 1'290'570 CHF | 99.88% | 99.88% |
18.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'287'600 CHF | 1'292'870 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'259'000 CHF | 1'264'190 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 520'000 | 520'000 | 525'213 | 525'213 | 1'278'080 CHF | 1'283'340 CHF | 99.04% | 99.04% |
13.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530'000 | 530'000 | 519'444 | 519'444 | 1'255'060 CHF | 1'260'250 CHF | 99.00% | 99.00% |
12.11.2024 | 0.46% | 2.40 CHF | 2.41 CHF | 520'000 | 520'000 | 479'016 | 479'016 | 1'109'030 CHF | 1'113'970 CHF | 97.79% | 97.79% |
11.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 440'000 | 440'000 | 435'191 | 435'191 | 888'458 CHF | 892'810 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 440'000 | 440'000 | 438'177 | 438'177 | 913'145 CHF | 917'527 CHF | 98.93% | 98.93% |
07.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 430'000 | 430'000 | 428'959 | 428'959 | 880'447 CHF | 884'736 CHF | 100.00% | 100.00% |