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 | 0.46% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 304'623 | 101'541 | 654'479 CHF | 219'175 CHF | 99.39% | 99.39% |
19.11.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 450'000 | 150'000 | 449'584 | 149'861 | 918'817 CHF | 307'771 CHF | 99.64% | 99.64% |
18.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 415'371 | 138'457 | 836'960 CHF | 280'371 CHF | 99.25% | 99.25% |
15.11.2024 | 0.46% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 332'107 | 110'702 | 723'263 CHF | 242'195 CHF | 99.36% | 99.36% |
14.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'500 | 100'167 | 686'073 CHF | 229'693 CHF | 97.28% | 97.28% |
13.11.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 450'000 | 150'000 | 449'924 | 149'975 | 1'046'020 CHF | 350'175 CHF | 95.22% | 95.22% |
12.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 301'114 | 100'371 | 715'251 CHF | 239'421 CHF | 99.38% | 99.38% |
11.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 305'891 | 101'964 | 768'303 CHF | 257'121 CHF | 99.37% | 99.37% |
08.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 400'780 | 133'593 | 1'038'650 CHF | 347'551 CHF | 99.39% | 99.39% |
07.11.2024 | 0.43% | 2.67 CHF | 2.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'053'960 CHF | 352'820 CHF | 98.59% | 98.59% |