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 | 0.47% | 2.16 CHF | 2.17 CHF | 550'000 | 550'000 | 532'035 | 532'035 | 1'133'290 CHF | 1'138'610 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 1'116'480 CHF | 1'121'760 CHF | 99.88% | 99.88% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 1'118'000 CHF | 1'123'280 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'092'240 CHF | 1'097'440 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 520'000 | 520'000 | 525'214 | 525'214 | 1'109'680 CHF | 1'114'940 CHF | 99.04% | 99.04% |
13.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 530'000 | 530'000 | 519'437 | 519'437 | 1'088'080 CHF | 1'093'280 CHF | 98.99% | 98.99% |
12.11.2024 | 0.53% | 2.08 CHF | 2.09 CHF | 520'000 | 520'000 | 479'011 | 479'011 | 955'731 CHF | 960'672 CHF | 97.80% | 97.80% |
11.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 750'282 CHF | 754'634 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 773'839 CHF | 778'221 CHF | 98.91% | 98.91% |
07.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 430'000 | 430'000 | 428'956 | 428'956 | 743'446 CHF | 747'735 CHF | 100.00% | 100.00% |