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 | 0.47% | 2.15 CHF | 2.16 CHF | 750'000 | 750'000 | 334'554 | 334'554 | 718'841 CHF | 722'193 CHF | 99.90% | 99.90% |
19.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 750'000 | 750'000 | 317'232 | 317'232 | 671'760 CHF | 674'941 CHF | 99.87% | 99.87% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 750'000 | 750'000 | 333'985 | 333'985 | 716'280 CHF | 719'625 CHF | 98.22% | 98.22% |
15.11.2024 | 0.48% | 2.17 CHF | 2.18 CHF | 750'000 | 750'000 | 313'746 | 313'746 | 673'106 CHF | 676'248 CHF | 99.71% | 99.71% |
14.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 650'000 | 650'000 | 299'620 | 299'620 | 624'148 CHF | 627'150 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 650'000 | 650'000 | 291'050 | 291'050 | 596'325 CHF | 599'241 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 650'000 | 650'000 | 290'465 | 290'465 | 594'057 CHF | 596'967 CHF | 99.89% | 99.89% |
11.11.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 650'000 | 650'000 | 276'715 | 276'715 | 550'941 CHF | 553'713 CHF | 99.90% | 99.90% |
08.11.2024 | 0.54% | 1.95 CHF | 1.96 CHF | 600'000 | 600'000 | 255'793 | 255'793 | 487'894 CHF | 490'457 CHF | 98.93% | 98.93% |
07.11.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 550'000 | 550'000 | 199'488 | 199'488 | 367'914 CHF | 369'911 CHF | 97.44% | 97.44% |