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 | 0.45% | 2.25 CHF | 2.26 CHF | 750'000 | 750'000 | 334'566 | 334'566 | 750'548 CHF | 753'900 CHF | 99.90% | 99.90% |
19.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 750'000 | 750'000 | 317'236 | 317'236 | 701'208 CHF | 704'389 CHF | 99.87% | 99.87% |
18.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 750'000 | 750'000 | 334'001 | 334'001 | 748'254 CHF | 751'599 CHF | 98.23% | 98.23% |
15.11.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 750'000 | 750'000 | 313'759 | 313'759 | 702'864 CHF | 706'006 CHF | 99.71% | 99.71% |
14.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 650'000 | 650'000 | 299'606 | 299'606 | 652'742 CHF | 655'743 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 650'000 | 650'000 | 291'037 | 291'037 | 623'902 CHF | 626'818 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 650'000 | 650'000 | 290'469 | 290'469 | 621'216 CHF | 624'127 CHF | 99.89% | 99.89% |
11.11.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 576'842 CHF | 579'614 CHF | 99.90% | 99.90% |
08.11.2024 | 0.51% | 2.04 CHF | 2.05 CHF | 600'000 | 600'000 | 255'781 | 255'781 | 511'460 CHF | 514'022 CHF | 98.93% | 98.93% |
07.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 550'000 | 550'000 | 199'460 | 199'460 | 386'596 CHF | 388'593 CHF | 97.44% | 97.44% |