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% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'272'220 CHF | 426'074 CHF | 18.93% | 97.90% |
19.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'263'600 CHF | 423'201 CHF | 95.24% | 98.69% |
18.11.2024 | 0.52% | 2.04 CHF | 2.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'159'950 CHF | 388'649 CHF | 98.68% | 98.68% |
15.11.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'011'590 CHF | 339'195 CHF | 96.70% | 96.70% |
14.11.2024 | 0.55% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'080'650 CHF | 362'218 CHF | 96.53% | 96.53% |
13.11.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'204'870 CHF | 403'623 CHF | 81.35% | 98.04% |
12.11.2024 | 0.49% | 1.93 CHF | 1.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'234'810 CHF | 413'604 CHF | 64.79% | 88.28% |
11.11.2024 | 0.53% | 2.07 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'142'080 CHF | 382'695 CHF | 29.39% | 96.19% |
08.11.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 827'875 CHF | 277'958 CHF | 98.80% | 98.80% |
07.11.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 947'623 CHF | 318'374 CHF | 98.05% | 98.05% |