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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'338 CHF | 254'946 CHF | 94.53% | 94.53% |
22.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 710'907 CHF | 238'469 CHF | 99.14% | 99.14% |
20.11.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'131'750 CHF | 379'249 CHF | 97.55% | 97.55% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'087'450 CHF | 364'484 CHF | 98.24% | 98.24% |
18.11.2024 | 0.61% | 1.75 CHF | 1.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 985'755 CHF | 330'585 CHF | 98.54% | 98.54% |
15.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 841'337 CHF | 282'446 CHF | 96.58% | 96.58% |
14.11.2024 | 0.66% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 910'262 CHF | 305'420 CHF | 96.75% | 96.75% |
13.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'044'570 CHF | 350'191 CHF | 97.56% | 97.56% |
12.11.2024 | 0.55% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'095'680 CHF | 367'227 CHF | 87.08% | 87.08% |
11.11.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'006'020 CHF | 337'340 CHF | 96.66% | 96.66% |