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 | 0.44% | 2.31 CHF | 2.32 CHF | 750'000 | 750'000 | 334'552 | 334'552 | 770'789 CHF | 774'140 CHF | 99.90% | 99.90% |
19.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 750'000 | 750'000 | 317'219 | 317'219 | 720'290 CHF | 723'470 CHF | 99.91% | 99.91% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 750'000 | 750'000 | 333'983 | 333'983 | 768'506 CHF | 771'850 CHF | 98.22% | 98.22% |
15.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 750'000 | 750'000 | 313'746 | 313'746 | 721'882 CHF | 725'024 CHF | 99.71% | 99.71% |
14.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 650'000 | 650'000 | 299'622 | 299'622 | 671'360 CHF | 674'362 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 650'000 | 650'000 | 291'023 | 291'023 | 642'308 CHF | 645'223 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 650'000 | 650'000 | 290'371 | 290'371 | 639'741 CHF | 642'650 CHF | 99.93% | 99.93% |
11.11.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 650'000 | 650'000 | 276'702 | 276'702 | 595'264 CHF | 598'036 CHF | 99.90% | 99.90% |
08.11.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 600'000 | 600'000 | 255'728 | 255'728 | 528'782 CHF | 531'344 CHF | 98.97% | 98.97% |
07.11.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 550'000 | 550'000 | 199'487 | 199'487 | 400'416 CHF | 402'413 CHF | 97.44% | 97.44% |