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 | 0.58% | 1.77 CHF | 1.78 CHF | 750'000 | 750'000 | 334'565 | 334'565 | 591'009 CHF | 594'361 CHF | 99.90% | 99.90% |
19.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 750'000 | 750'000 | 317'224 | 317'224 | 550'649 CHF | 553'829 CHF | 99.89% | 99.89% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 750'000 | 750'000 | 334'001 | 334'001 | 588'444 CHF | 591'789 CHF | 98.23% | 98.23% |
15.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 750'000 | 750'000 | 313'756 | 313'756 | 552'346 CHF | 555'488 CHF | 99.71% | 99.71% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 650'000 | 650'000 | 299'607 | 299'607 | 509'424 CHF | 512'426 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 650'000 | 650'000 | 291'027 | 291'027 | 485'770 CHF | 488'686 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 650'000 | 650'000 | 290'420 | 290'420 | 483'817 CHF | 486'726 CHF | 99.93% | 99.93% |
11.11.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 447'084 CHF | 449'856 CHF | 99.90% | 99.90% |
08.11.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 600'000 | 600'000 | 255'768 | 255'768 | 393'172 CHF | 395'734 CHF | 98.94% | 98.94% |
07.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 550'000 | 550'000 | 199'506 | 199'506 | 294'356 CHF | 296'353 CHF | 97.44% | 97.44% |