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% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 688'772 CHF | 230'591 CHF | 99.23% | 99.23% |
19.11.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 301'605 | 100'535 | 660'560 CHF | 221'192 CHF | 98.91% | 98.91% |
18.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 313'246 | 104'415 | 678'748 CHF | 227'294 CHF | 99.66% | 99.66% |
15.11.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 312'294 | 104'098 | 727'943 CHF | 243'689 CHF | 99.36% | 99.36% |
14.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 729'286 CHF | 244'095 CHF | 98.30% | 98.30% |
13.11.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 741'007 CHF | 248'002 CHF | 95.24% | 95.24% |
12.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 756'515 CHF | 253'172 CHF | 99.37% | 99.37% |
11.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 797'552 CHF | 266'850 CHF | 99.37% | 99.37% |
08.11.2024 | 0.36% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 820'720 CHF | 274'573 CHF | 99.36% | 99.36% |
07.11.2024 | 0.40% | 2.81 CHF | 2.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'119'260 CHF | 374'586 CHF | 98.57% | 98.57% |