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 | 0.38% | 2.66 CHF | 2.67 CHF | 750'000 | 750'000 | 334'564 | 334'564 | 889'816 CHF | 893'168 CHF | 99.90% | 99.90% |
19.11.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 750'000 | 750'000 | 317'225 | 317'225 | 833'478 CHF | 836'659 CHF | 99.90% | 99.90% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 750'000 | 750'000 | 333'997 | 333'997 | 887'217 CHF | 890'562 CHF | 98.23% | 98.23% |
15.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 750'000 | 750'000 | 313'756 | 313'756 | 834'048 CHF | 837'190 CHF | 99.71% | 99.71% |
14.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 650'000 | 650'000 | 299'610 | 299'610 | 778'527 CHF | 781'528 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 650'000 | 650'000 | 291'019 | 291'019 | 745'478 CHF | 748'393 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 650'000 | 650'000 | 290'404 | 290'404 | 742'456 CHF | 745'365 CHF | 99.93% | 99.93% |
11.11.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 693'118 CHF | 695'890 CHF | 99.90% | 99.90% |
08.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 600'000 | 600'000 | 255'759 | 255'759 | 618'635 CHF | 621'197 CHF | 98.95% | 98.95% |
07.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 550'000 | 550'000 | 199'459 | 199'459 | 470'448 CHF | 472'444 CHF | 97.44% | 97.44% |