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 | 0.55% | 1.86 CHF | 1.87 CHF | 750'000 | 750'000 | 334'561 | 334'561 | 620'527 CHF | 623'879 CHF | 99.90% | 99.90% |
19.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 750'000 | 750'000 | 317'225 | 317'225 | 578'079 CHF | 581'260 CHF | 99.90% | 99.90% |
18.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 750'000 | 750'000 | 333'997 | 333'997 | 618'082 CHF | 621'426 CHF | 98.23% | 98.23% |
15.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 750'000 | 750'000 | 313'757 | 313'757 | 580'378 CHF | 583'520 CHF | 99.71% | 99.71% |
14.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 650'000 | 650'000 | 299'606 | 299'606 | 536'227 CHF | 539'228 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650'000 | 650'000 | 291'011 | 291'011 | 511'662 CHF | 514'577 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 650'000 | 650'000 | 290'377 | 290'377 | 509'593 CHF | 512'502 CHF | 99.93% | 99.93% |
11.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 471'529 CHF | 474'301 CHF | 99.90% | 99.90% |
08.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 600'000 | 600'000 | 255'753 | 255'753 | 415'922 CHF | 418'484 CHF | 98.95% | 98.95% |
07.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 550'000 | 550'000 | 199'483 | 199'483 | 311'829 CHF | 313'826 CHF | 97.44% | 97.44% |