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 | 0.50% | 1.88 CHF | 1.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'189'330 CHF | 398'443 CHF | 97.82% | 97.82% |
19.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'144'930 CHF | 383'643 CHF | 98.47% | 98.47% |
18.11.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'041'880 CHF | 349'295 CHF | 98.66% | 98.66% |
15.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 896'059 CHF | 300'686 CHF | 96.10% | 96.10% |
14.11.2024 | 0.62% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 965'033 CHF | 323'678 CHF | 96.51% | 96.51% |
13.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'101'410 CHF | 369'136 CHF | 97.57% | 97.57% |
12.11.2024 | 0.52% | 1.74 CHF | 1.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'152'640 CHF | 386'215 CHF | 87.12% | 87.12% |
11.11.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'063'380 CHF | 356'460 CHF | 96.27% | 96.27% |
08.11.2024 | 0.83% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 720'398 CHF | 242'133 CHF | 98.03% | 98.03% |
07.11.2024 | 0.91% | 1.17 CHF | 1.18 CHF | 750'000 | 250'000 | 749'985 | 250'000 | 819'520 CHF | 275'679 CHF | 98.03% | 98.03% |