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 | 0.42% | 2.44 CHF | 2.45 CHF | 750'000 | 750'000 | 334'568 | 334'568 | 815'308 CHF | 818'660 CHF | 99.90% | 99.90% |
19.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 750'000 | 750'000 | 317'252 | 317'252 | 761'881 CHF | 765'062 CHF | 99.83% | 99.83% |
18.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 750'000 | 750'000 | 334'005 | 334'005 | 812'625 CHF | 815'970 CHF | 98.23% | 98.23% |
15.11.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 750'000 | 750'000 | 313'757 | 313'757 | 763'484 CHF | 766'626 CHF | 99.71% | 99.71% |
14.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 650'000 | 650'000 | 299'600 | 299'600 | 710'354 CHF | 713'356 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 650'000 | 650'000 | 291'032 | 291'032 | 679'901 CHF | 682'817 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 650'000 | 650'000 | 290'491 | 290'491 | 677'147 CHF | 680'058 CHF | 99.87% | 99.87% |
11.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 650'000 | 650'000 | 276'723 | 276'723 | 629'841 CHF | 632'613 CHF | 99.90% | 99.90% |
08.11.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 600'000 | 600'000 | 255'798 | 255'798 | 560'093 CHF | 562'655 CHF | 98.92% | 98.92% |
07.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 550'000 | 550'000 | 199'509 | 199'509 | 424'560 CHF | 426'557 CHF | 97.44% | 97.44% |