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 | 0.44% | 2.28 CHF | 2.29 CHF | 550'000 | 550'000 | 532'039 | 532'039 | 1'201'100 CHF | 1'206'420 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530'000 | 530'000 | 528'203 | 528'203 | 1'183'810 CHF | 1'189'090 CHF | 99.83% | 99.83% |
18.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 530'000 | 530'000 | 527'362 | 527'362 | 1'185'410 CHF | 1'190'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 1'159'050 CHF | 1'164'250 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 520'000 | 520'000 | 525'221 | 525'221 | 1'176'470 CHF | 1'181'720 CHF | 99.04% | 99.04% |
13.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530'000 | 530'000 | 519'445 | 519'445 | 1'154'260 CHF | 1'159'460 CHF | 98.99% | 98.99% |
12.11.2024 | 0.50% | 2.20 CHF | 2.21 CHF | 520'000 | 520'000 | 479'008 | 479'008 | 1'016'330 CHF | 1'021'270 CHF | 97.75% | 97.75% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 440'000 | 440'000 | 435'188 | 435'188 | 804'185 CHF | 808'537 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 440'000 | 440'000 | 438'174 | 438'174 | 828'286 CHF | 832'668 CHF | 98.88% | 98.88% |
07.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 430'000 | 430'000 | 428'962 | 428'962 | 796'317 CHF | 800'607 CHF | 100.00% | 100.00% |