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 | 0.42% | 2.38 CHF | 2.39 CHF | 550'000 | 550'000 | 532'038 | 532'038 | 1'251'450 CHF | 1'256'770 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530'000 | 530'000 | 528'204 | 528'204 | 1'234'450 CHF | 1'239'730 CHF | 99.83% | 99.83% |
18.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 530'000 | 530'000 | 527'362 | 527'362 | 1'236'230 CHF | 1'241'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530'000 | 530'000 | 519'346 | 519'346 | 1'209'230 CHF | 1'214'420 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 520'000 | 520'000 | 525'222 | 525'222 | 1'227'270 CHF | 1'232'520 CHF | 99.04% | 99.04% |
13.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530'000 | 530'000 | 519'444 | 519'444 | 1'204'520 CHF | 1'209'720 CHF | 99.00% | 99.00% |
12.11.2024 | 0.48% | 2.30 CHF | 2.31 CHF | 520'000 | 520'000 | 479'011 | 479'011 | 1'062'530 CHF | 1'067'470 CHF | 97.75% | 97.75% |
11.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 440'000 | 440'000 | 435'192 | 435'192 | 846'031 CHF | 850'383 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 870'459 CHF | 874'840 CHF | 98.91% | 98.91% |
07.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 430'000 | 430'000 | 428'956 | 428'956 | 838'203 CHF | 842'492 CHF | 100.00% | 100.00% |