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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.61% | 1.96 CHF | 1.97 CHF | 650'000 | 650'000 | 276'816 | 276'816 | 538'292 CHF | 541'221 CHF | 98.57% | 98.57% |
25.11.2024 | 0.60% | 1.90 CHF | 1.91 CHF | 600'000 | 600'000 | 274'769 | 274'769 | 532'614 CHF | 535'516 CHF | 99.97% | 99.97% |
22.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 650'000 | 650'000 | 323'354 | 323'354 | 652'883 CHF | 656'123 CHF | 100.00% | 100.00% |
20.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 750'000 | 750'000 | 334'567 | 334'567 | 680'534 CHF | 683'886 CHF | 99.90% | 99.90% |
19.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 750'000 | 750'000 | 317'189 | 317'189 | 634'750 CHF | 637'930 CHF | 99.88% | 99.88% |
18.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 750'000 | 750'000 | 334'004 | 334'004 | 678'195 CHF | 681'539 CHF | 98.23% | 98.23% |
15.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 750'000 | 750'000 | 313'759 | 313'759 | 636'958 CHF | 640'101 CHF | 99.71% | 99.71% |
14.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 650'000 | 650'000 | 299'610 | 299'610 | 590'211 CHF | 593'213 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 650'000 | 650'000 | 291'009 | 291'009 | 563'822 CHF | 566'737 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 650'000 | 650'000 | 290'384 | 290'384 | 561'634 CHF | 564'543 CHF | 99.92% | 99.92% |