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 | 0.43% | 2.39 CHF | 2.40 CHF | 750'000 | 750'000 | 334'553 | 334'553 | 800'336 CHF | 803'688 CHF | 99.90% | 99.90% |
19.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 750'000 | 750'000 | 317'220 | 317'220 | 748'744 CHF | 751'925 CHF | 99.91% | 99.91% |
18.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 750'000 | 750'000 | 333'987 | 333'987 | 798'270 CHF | 801'614 CHF | 98.22% | 98.22% |
15.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 750'000 | 750'000 | 313'748 | 313'748 | 750'018 CHF | 753'160 CHF | 99.71% | 99.71% |
14.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 650'000 | 650'000 | 299'715 | 299'715 | 698'406 CHF | 701'408 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 650'000 | 650'000 | 291'028 | 291'028 | 668'255 CHF | 671'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 650'000 | 650'000 | 290'421 | 290'421 | 665'598 CHF | 668'508 CHF | 99.92% | 99.92% |
11.11.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 650'000 | 650'000 | 276'704 | 276'704 | 619'734 CHF | 622'506 CHF | 99.90% | 99.90% |
08.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 600'000 | 600'000 | 255'740 | 255'740 | 551'646 CHF | 554'208 CHF | 98.97% | 98.97% |
07.11.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 550'000 | 550'000 | 199'488 | 199'488 | 417'982 CHF | 419'979 CHF | 97.44% | 97.44% |