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 | 0.51% | 1.97 CHF | 1.98 CHF | 550'000 | 550'000 | 532'032 | 532'032 | 1'032'650 CHF | 1'037'970 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 530'000 | 530'000 | 528'205 | 528'205 | 1'017'290 CHF | 1'022'570 CHF | 99.89% | 99.89% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 530'000 | 530'000 | 527'359 | 527'359 | 1'018'830 CHF | 1'024'110 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 530'000 | 530'000 | 519'341 | 519'341 | 993'820 CHF | 999'014 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 520'000 | 520'000 | 525'221 | 525'221 | 1'010'360 CHF | 1'015'610 CHF | 99.04% | 99.04% |
13.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 530'000 | 530'000 | 519'442 | 519'442 | 990'252 CHF | 995'446 CHF | 98.99% | 98.99% |
12.11.2024 | 0.59% | 1.89 CHF | 1.90 CHF | 520'000 | 520'000 | 479'014 | 479'014 | 865'722 CHF | 870'664 CHF | 97.82% | 97.82% |
11.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 440'000 | 440'000 | 435'187 | 435'187 | 668'315 CHF | 672'667 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 440'000 | 440'000 | 438'176 | 438'176 | 690'681 CHF | 695'063 CHF | 98.94% | 98.94% |
07.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 430'000 | 430'000 | 428'956 | 428'956 | 661'769 CHF | 666'059 CHF | 100.00% | 100.00% |