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 | 0.52% | 1.95 CHF | 1.96 CHF | 750'000 | 750'000 | 334'572 | 334'572 | 651'033 CHF | 654'385 CHF | 99.90% | 99.90% |
19.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 750'000 | 750'000 | 317'241 | 317'241 | 607'152 CHF | 610'333 CHF | 99.87% | 99.87% |
18.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 750'000 | 750'000 | 334'008 | 334'008 | 648'574 CHF | 651'918 CHF | 98.23% | 98.23% |
15.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 750'000 | 750'000 | 313'759 | 313'759 | 608'914 CHF | 612'056 CHF | 99.71% | 99.71% |
14.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 650'000 | 650'000 | 299'607 | 299'607 | 563'399 CHF | 566'401 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650'000 | 650'000 | 291'022 | 291'022 | 538'035 CHF | 540'951 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 650'000 | 650'000 | 290'451 | 290'451 | 535'958 CHF | 538'868 CHF | 99.90% | 99.90% |
11.11.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 496'512 CHF | 499'284 CHF | 99.90% | 99.90% |
08.11.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 600'000 | 600'000 | 255'812 | 255'812 | 438'909 CHF | 441'472 CHF | 98.90% | 98.90% |
07.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 550'000 | 550'000 | 199'487 | 199'487 | 329'747 CHF | 331'744 CHF | 97.44% | 97.44% |