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 | 0.49% | 2.06 CHF | 2.07 CHF | 550'000 | 550'000 | 532'025 | 532'025 | 1'081'740 CHF | 1'087'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 530'000 | 530'000 | 528'212 | 528'212 | 1'066'690 CHF | 1'071'970 CHF | 99.88% | 99.88% |
18.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 530'000 | 530'000 | 527'361 | 527'361 | 1'068'320 CHF | 1'073'590 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 530'000 | 530'000 | 519'345 | 519'345 | 1'043'090 CHF | 1'048'280 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 520'000 | 520'000 | 525'224 | 525'224 | 1'059'340 CHF | 1'064'600 CHF | 99.04% | 99.04% |
13.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 530'000 | 530'000 | 519'439 | 519'439 | 1'038'900 CHF | 1'044'090 CHF | 99.00% | 99.00% |
12.11.2024 | 0.56% | 1.98 CHF | 1.99 CHF | 520'000 | 520'000 | 479'014 | 479'014 | 910'618 CHF | 915'560 CHF | 97.80% | 97.80% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 440'000 | 440'000 | 435'190 | 435'190 | 709'293 CHF | 713'645 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 440'000 | 440'000 | 438'175 | 438'175 | 731'996 CHF | 736'378 CHF | 98.91% | 98.91% |
07.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 430'000 | 430'000 | 428'952 | 428'952 | 702'169 CHF | 706'459 CHF | 100.00% | 100.00% |