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 | 0.41% | 2.48 CHF | 2.49 CHF | 750'000 | 750'000 | 334'553 | 334'553 | 830'396 CHF | 833'748 CHF | 99.90% | 99.90% |
19.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 750'000 | 750'000 | 317'220 | 317'220 | 777'270 CHF | 780'451 CHF | 99.91% | 99.91% |
18.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 750'000 | 750'000 | 333'986 | 333'986 | 828'368 CHF | 831'712 CHF | 98.22% | 98.22% |
15.11.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 750'000 | 750'000 | 313'746 | 313'746 | 778'314 CHF | 781'457 CHF | 99.71% | 99.71% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 650'000 | 650'000 | 299'602 | 299'602 | 725'239 CHF | 728'241 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 650'000 | 650'000 | 291'013 | 291'013 | 694'362 CHF | 697'277 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 650'000 | 650'000 | 290'422 | 290'422 | 691'562 CHF | 694'472 CHF | 99.93% | 99.93% |
11.11.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 650'000 | 650'000 | 276'715 | 276'715 | 644'505 CHF | 647'277 CHF | 99.90% | 99.90% |
08.11.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 600'000 | 600'000 | 255'732 | 255'732 | 574'410 CHF | 576'972 CHF | 98.97% | 98.97% |
07.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 550'000 | 550'000 | 199'460 | 199'460 | 435'600 CHF | 437'597 CHF | 97.44% | 97.44% |