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 | 0.50% | 2.06 CHF | 2.07 CHF | 750'000 | 750'000 | 334'557 | 334'557 | 687'591 CHF | 690'943 CHF | 99.90% | 99.90% |
19.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 750'000 | 750'000 | 317'232 | 317'232 | 641'113 CHF | 644'293 CHF | 99.88% | 99.88% |
18.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 750'000 | 750'000 | 333'989 | 333'989 | 685'018 CHF | 688'362 CHF | 98.23% | 98.23% |
15.11.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 750'000 | 750'000 | 313'750 | 313'750 | 643'291 CHF | 646'433 CHF | 99.71% | 99.71% |
14.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 650'000 | 650'000 | 299'608 | 299'608 | 595'915 CHF | 598'916 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 650'000 | 650'000 | 291'019 | 291'019 | 569'089 CHF | 572'005 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 650'000 | 650'000 | 290'415 | 290'415 | 566'489 CHF | 569'399 CHF | 99.90% | 99.90% |
11.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 650'000 | 650'000 | 276'705 | 276'705 | 524'830 CHF | 527'602 CHF | 99.90% | 99.90% |
08.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 600'000 | 600'000 | 255'801 | 255'801 | 464'273 CHF | 466'836 CHF | 98.91% | 98.91% |
07.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 550'000 | 550'000 | 199'525 | 199'525 | 349'465 CHF | 351'463 CHF | 97.44% | 97.44% |