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 | 0.39% | 2.63 CHF | 2.64 CHF | 750'000 | 750'000 | 334'572 | 334'572 | 878'547 CHF | 881'899 CHF | 99.90% | 99.90% |
19.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 750'000 | 750'000 | 317'238 | 317'238 | 821'834 CHF | 825'014 CHF | 99.88% | 99.88% |
18.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 750'000 | 750'000 | 334'008 | 334'008 | 875'978 CHF | 879'322 CHF | 98.23% | 98.23% |
15.11.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 750'000 | 750'000 | 313'761 | 313'761 | 823'129 CHF | 826'271 CHF | 99.71% | 99.71% |
14.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 650'000 | 650'000 | 299'624 | 299'624 | 767'446 CHF | 770'448 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 650'000 | 650'000 | 291'034 | 291'034 | 734'851 CHF | 737'767 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 650'000 | 650'000 | 290'415 | 290'415 | 731'564 CHF | 734'473 CHF | 99.90% | 99.90% |
11.11.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 681'943 CHF | 684'715 CHF | 99.90% | 99.90% |
08.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 600'000 | 600'000 | 255'805 | 255'805 | 608'186 CHF | 610'749 CHF | 98.91% | 98.91% |
07.11.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 550'000 | 550'000 | 199'487 | 199'487 | 461'807 CHF | 463'804 CHF | 97.44% | 97.44% |