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 | 0.48% | 2.12 CHF | 2.13 CHF | 750'000 | 750'000 | 334'575 | 334'575 | 709'849 CHF | 713'201 CHF | 99.90% | 99.90% |
19.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 750'000 | 750'000 | 317'252 | 317'252 | 663'208 CHF | 666'389 CHF | 99.85% | 99.85% |
18.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 750'000 | 750'000 | 334'011 | 334'011 | 707'731 CHF | 711'076 CHF | 98.23% | 98.23% |
15.11.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 750'000 | 750'000 | 313'761 | 313'761 | 664'964 CHF | 668'107 CHF | 99.71% | 99.71% |
14.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 650'000 | 650'000 | 299'608 | 299'608 | 617'009 CHF | 620'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 650'000 | 650'000 | 291'022 | 291'022 | 589'716 CHF | 592'632 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 650'000 | 650'000 | 290'473 | 290'473 | 587'524 CHF | 590'434 CHF | 99.88% | 99.88% |
11.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 545'507 CHF | 548'279 CHF | 99.90% | 99.90% |
08.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 600'000 | 600'000 | 255'820 | 255'820 | 483'188 CHF | 485'751 CHF | 98.90% | 98.90% |
07.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 550'000 | 550'000 | 199'487 | 199'487 | 364'779 CHF | 366'776 CHF | 97.44% | 97.44% |