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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'023'700 CHF | 343'235 CHF | 99.50% | 99.50% |
20.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 998'703 CHF | 334'901 CHF | 99.26% | 99.26% |
19.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'027'110 CHF | 344'369 CHF | 96.20% | 96.20% |
18.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'059'410 CHF | 355'136 CHF | 96.73% | 96.73% |
15.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'082'820 CHF | 362'939 CHF | 95.65% | 95.65% |
14.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'056'400 CHF | 354'134 CHF | 99.28% | 99.28% |
13.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'004'720 CHF | 336'907 CHF | 98.74% | 98.74% |
12.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 969'148 CHF | 325'049 CHF | 99.38% | 99.38% |
11.11.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 926'730 CHF | 310'910 CHF | 99.37% | 99.37% |
08.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 927'829 CHF | 311'276 CHF | 98.20% | 98.20% |