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 | 0.60% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 992'045 CHF | 332'682 CHF | 98.91% | 98.91% |
19.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'039'300 CHF | 348'432 CHF | 90.32% | 90.32% |
18.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'134'740 CHF | 380'245 CHF | 97.03% | 97.03% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'152'340 CHF | 386'113 CHF | 98.92% | 98.92% |
14.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'168'630 CHF | 391'545 CHF | 98.93% | 98.93% |
13.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'160'930 CHF | 388'976 CHF | 96.51% | 96.51% |
12.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'151'610 CHF | 385'871 CHF | 96.49% | 96.49% |
11.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'139'630 CHF | 381'876 CHF | 98.86% | 98.86% |
08.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'126'620 CHF | 377'541 CHF | 98.88% | 98.88% |
07.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'103'420 CHF | 369'806 CHF | 98.25% | 98.25% |