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 | 0.48% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'248'620 CHF | 418'207 CHF | 97.71% | 97.71% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'204'140 CHF | 403'380 CHF | 99.19% | 99.19% |
18.11.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'100'110 CHF | 368'703 CHF | 98.59% | 98.59% |
15.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 952'678 CHF | 319'559 CHF | 95.65% | 95.65% |
14.11.2024 | 0.59% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'021'690 CHF | 342'565 CHF | 96.61% | 96.61% |
13.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'160'070 CHF | 388'691 CHF | 97.50% | 97.50% |
12.11.2024 | 0.50% | 1.83 CHF | 1.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'210'690 CHF | 405'564 CHF | 87.89% | 88.09% |
11.11.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'122'570 CHF | 376'190 CHF | 96.75% | 96.75% |
08.11.2024 | 0.78% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 772'698 CHF | 259'566 CHF | 98.60% | 98.60% |
07.11.2024 | 0.85% | 1.25 CHF | 1.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 881'820 CHF | 296'440 CHF | 98.17% | 98.17% |