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 | 0.40% | 2.53 CHF | 2.54 CHF | 750'000 | 750'000 | 334'576 | 334'576 | 846'423 CHF | 849'775 CHF | 99.90% | 99.90% |
19.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 750'000 | 750'000 | 317'251 | 317'251 | 792'462 CHF | 795'643 CHF | 99.83% | 99.83% |
18.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 750'000 | 750'000 | 334'011 | 334'011 | 843'965 CHF | 847'309 CHF | 98.23% | 98.23% |
15.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 750'000 | 750'000 | 313'763 | 313'763 | 793'253 CHF | 796'395 CHF | 99.71% | 99.71% |
14.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 650'000 | 650'000 | 299'611 | 299'611 | 739'216 CHF | 742'217 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 650'000 | 650'000 | 291'039 | 291'039 | 707'071 CHF | 709'987 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 650'000 | 650'000 | 290'499 | 290'499 | 704'580 CHF | 707'490 CHF | 99.86% | 99.86% |
11.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 655'893 CHF | 658'665 CHF | 99.90% | 99.90% |
08.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 600'000 | 600'000 | 255'841 | 255'841 | 584'359 CHF | 586'922 CHF | 98.88% | 98.88% |
07.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 550'000 | 550'000 | 199'460 | 199'460 | 443'073 CHF | 445'070 CHF | 97.44% | 97.44% |