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 | 0.44% | 2.34 CHF | 2.35 CHF | 750'000 | 750'000 | 334'573 | 334'573 | 782'055 CHF | 785'407 CHF | 99.90% | 99.90% |
19.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 750'000 | 750'000 | 317'244 | 317'244 | 730'957 CHF | 734'138 CHF | 99.86% | 99.86% |
18.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 750'000 | 750'000 | 334'010 | 334'010 | 779'473 CHF | 782'817 CHF | 98.23% | 98.23% |
15.11.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 750'000 | 750'000 | 313'759 | 313'759 | 732'423 CHF | 735'566 CHF | 99.71% | 99.71% |
14.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 650'000 | 650'000 | 299'608 | 299'608 | 680'678 CHF | 683'679 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 650'000 | 650'000 | 291'050 | 291'050 | 651'147 CHF | 654'063 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 650'000 | 650'000 | 290'437 | 290'437 | 648'542 CHF | 651'452 CHF | 99.88% | 99.88% |
11.11.2024 | 0.47% | 2.21 CHF | 2.22 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 602'572 CHF | 605'344 CHF | 99.90% | 99.90% |
08.11.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 600'000 | 600'000 | 255'826 | 255'826 | 535'353 CHF | 537'916 CHF | 98.90% | 98.90% |
07.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 550'000 | 550'000 | 199'507 | 199'507 | 405'090 CHF | 407'087 CHF | 97.44% | 97.44% |