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 | 0.61% | 1.68 CHF | 1.69 CHF | 750'000 | 750'000 | 334'560 | 334'560 | 561'158 CHF | 564'510 CHF | 99.90% | 99.90% |
19.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 750'000 | 750'000 | 317'228 | 317'228 | 522'667 CHF | 525'847 CHF | 99.90% | 99.90% |
18.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 750'000 | 750'000 | 333'992 | 333'992 | 558'638 CHF | 561'982 CHF | 98.23% | 98.23% |
15.11.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 750'000 | 750'000 | 313'754 | 313'754 | 524'346 CHF | 527'488 CHF | 99.71% | 99.71% |
14.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 650'000 | 650'000 | 299'608 | 299'608 | 482'637 CHF | 485'638 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 650'000 | 650'000 | 291'015 | 291'015 | 460'038 CHF | 462'953 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 650'000 | 650'000 | 290'481 | 290'481 | 458'063 CHF | 460'973 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 650'000 | 650'000 | 276'720 | 276'720 | 422'769 CHF | 425'541 CHF | 99.90% | 99.90% |
08.11.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 600'000 | 600'000 | 255'749 | 255'749 | 370'398 CHF | 372'960 CHF | 98.95% | 98.95% |
07.11.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 550'000 | 550'000 | 199'484 | 199'484 | 276'907 CHF | 278'904 CHF | 97.44% | 97.44% |