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 | 0.46% | 2.22 CHF | 2.23 CHF | 750'000 | 750'000 | 334'568 | 334'568 | 740'645 CHF | 743'997 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 750'000 | 750'000 | 317'235 | 317'235 | 691'788 CHF | 694'969 CHF | 99.88% | 99.88% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 750'000 | 750'000 | 334'005 | 334'005 | 738'393 CHF | 741'738 CHF | 98.23% | 98.23% |
15.11.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 750'000 | 750'000 | 313'759 | 313'759 | 693'576 CHF | 696'719 CHF | 99.71% | 99.71% |
14.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 650'000 | 650'000 | 299'625 | 299'625 | 644'263 CHF | 647'265 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 650'000 | 650'000 | 291'019 | 291'019 | 616'111 CHF | 619'027 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 650'000 | 650'000 | 290'417 | 290'417 | 613'777 CHF | 616'686 CHF | 99.92% | 99.92% |
11.11.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 570'541 CHF | 573'314 CHF | 99.90% | 99.90% |
08.11.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 600'000 | 600'000 | 255'785 | 255'785 | 506'044 CHF | 508'607 CHF | 98.92% | 98.92% |
07.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 550'000 | 550'000 | 199'484 | 199'484 | 382'674 CHF | 384'671 CHF | 97.44% | 97.44% |