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 | 334'560 | 334'560 | 623'249 CHF | 626'601 CHF | 99.90% | 99.90% |
19.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 750'000 | 750'000 | 317'247 | 317'247 | 580'753 CHF | 583'934 CHF | 99.84% | 99.84% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 750'000 | 750'000 | 333'993 | 333'993 | 620'794 CHF | 624'138 CHF | 98.23% | 98.23% |
15.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 750'000 | 750'000 | 313'753 | 313'753 | 583'012 CHF | 586'155 CHF | 99.71% | 99.71% |
14.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 650'000 | 650'000 | 299'611 | 299'611 | 538'572 CHF | 541'574 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650'000 | 650'000 | 291'034 | 291'034 | 513'635 CHF | 516'551 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650'000 | 650'000 | 290'500 | 290'500 | 511'264 CHF | 514'174 CHF | 99.86% | 99.86% |
11.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 472'264 CHF | 475'036 CHF | 99.90% | 99.90% |
08.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 600'000 | 600'000 | 255'836 | 255'836 | 416'164 CHF | 418'727 CHF | 98.88% | 98.88% |
07.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 550'000 | 550'000 | 199'467 | 199'467 | 311'677 CHF | 313'674 CHF | 97.44% | 97.44% |