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 | 0.56% | 1.70 CHF | 1.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'075'620 CHF | 360'542 CHF | 97.44% | 97.44% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'032'280 CHF | 346'093 CHF | 99.12% | 99.12% |
18.11.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 931'675 CHF | 312'558 CHF | 98.59% | 98.59% |
15.11.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 789'507 CHF | 265'169 CHF | 96.17% | 96.17% |
14.11.2024 | 0.70% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 857'670 CHF | 287'890 CHF | 96.69% | 96.69% |
13.11.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 989'417 CHF | 331'806 CHF | 97.55% | 97.55% |
12.11.2024 | 0.58% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'040'630 CHF | 348'877 CHF | 87.56% | 87.56% |
11.11.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 950'491 CHF | 318'830 CHF | 96.76% | 96.76% |
08.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 622'736 CHF | 209'579 CHF | 98.92% | 98.92% |
07.11.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 845'840 CHF | 284'947 CHF | 98.00% | 98.00% |