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 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 445'205 | 148'402 | 891'854 CHF | 298'769 CHF | 99.20% | 99.20% |
19.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 854'030 CHF | 286'177 CHF | 98.88% | 98.88% |
18.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 842'120 CHF | 282'207 CHF | 99.66% | 99.66% |
15.11.2024 | 0.49% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 918'778 CHF | 307'759 CHF | 99.37% | 99.37% |
14.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 450'000 | 150'000 | 444'792 | 148'264 | 950'571 CHF | 318'340 CHF | 98.20% | 98.20% |
13.11.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 980'117 CHF | 328'206 CHF | 95.24% | 95.24% |
12.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 150'000 | 448'531 | 149'510 | 999'999 CHF | 334'828 CHF | 99.38% | 99.38% |
11.11.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 450'000 | 150'000 | 448'367 | 149'456 | 1'061'550 CHF | 355'343 CHF | 99.41% | 99.41% |
08.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 449'797 | 149'932 | 1'100'820 CHF | 368'440 CHF | 99.35% | 99.35% |
07.11.2024 | 0.46% | 2.52 CHF | 2.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 989'423 CHF | 331'308 CHF | 98.59% | 98.59% |