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 | 0.52% | 1.96 CHF | 1.97 CHF | 750'000 | 750'000 | 334'564 | 334'564 | 654'744 CHF | 658'096 CHF | 99.90% | 99.90% |
19.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 750'000 | 750'000 | 317'232 | 317'232 | 610'145 CHF | 613'326 CHF | 99.86% | 99.86% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 750'000 | 750'000 | 334'001 | 334'001 | 652'060 CHF | 655'404 CHF | 98.23% | 98.23% |
15.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 750'000 | 750'000 | 313'756 | 313'756 | 612'217 CHF | 615'359 CHF | 99.71% | 99.71% |
14.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 650'000 | 650'000 | 299'607 | 299'607 | 566'155 CHF | 569'156 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650'000 | 650'000 | 291'018 | 291'018 | 540'387 CHF | 543'302 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650'000 | 650'000 | 290'468 | 290'468 | 538'356 CHF | 541'266 CHF | 99.88% | 99.88% |
11.11.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 650'000 | 650'000 | 276'710 | 276'710 | 497'728 CHF | 500'500 CHF | 99.90% | 99.90% |
08.11.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 600'000 | 600'000 | 255'791 | 255'791 | 439'271 CHF | 441'834 CHF | 98.92% | 98.92% |
07.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 550'000 | 550'000 | 199'468 | 199'468 | 329'911 CHF | 331'908 CHF | 97.44% | 97.44% |