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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 540'000 | 540'000 | 537'135 | 537'135 | 1'198'120 CHF | 1'203'490 CHF | 100.00% | 100.00% |
22.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 540'000 | 540'000 | 547'338 | 547'338 | 1'227'780 CHF | 1'233'250 CHF | 100.00% | 100.00% |
20.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 550'000 | 550'000 | 532'026 | 532'026 | 1'182'130 CHF | 1'187'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 530'000 | 530'000 | 528'214 | 528'214 | 1'165'740 CHF | 1'171'030 CHF | 99.91% | 99.91% |
18.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 530'000 | 530'000 | 527'360 | 527'360 | 1'167'370 CHF | 1'172'640 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'141'400 CHF | 1'146'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 520'000 | 520'000 | 525'224 | 525'224 | 1'158'810 CHF | 1'164'060 CHF | 99.04% | 99.04% |
13.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 530'000 | 530'000 | 519'442 | 519'442 | 1'136'860 CHF | 1'142'060 CHF | 99.00% | 99.00% |
12.11.2024 | 0.51% | 2.17 CHF | 2.18 CHF | 520'000 | 520'000 | 479'018 | 479'018 | 1'000'740 CHF | 1'005'680 CHF | 97.82% | 97.82% |
11.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 440'000 | 440'000 | 435'192 | 435'192 | 791'293 CHF | 795'645 CHF | 100.00% | 100.00% |