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 | 334'558 | 334'558 | 591'012 CHF | 594'363 CHF | 99.90% | 99.90% |
19.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 750'000 | 750'000 | 317'237 | 317'237 | 549'798 CHF | 552'979 CHF | 99.86% | 99.86% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 750'000 | 750'000 | 333'989 | 333'989 | 588'315 CHF | 591'659 CHF | 98.23% | 98.23% |
15.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 750'000 | 750'000 | 313'750 | 313'750 | 552'206 CHF | 555'348 CHF | 99.71% | 99.71% |
14.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 650'000 | 650'000 | 299'601 | 299'601 | 509'009 CHF | 512'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 650'000 | 650'000 | 291'048 | 291'048 | 485'066 CHF | 487'982 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 650'000 | 650'000 | 290'463 | 290'463 | 483'194 CHF | 486'104 CHF | 99.89% | 99.89% |
11.11.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 650'000 | 650'000 | 276'709 | 276'709 | 445'306 CHF | 448'079 CHF | 99.90% | 99.90% |
08.11.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 600'000 | 600'000 | 255'820 | 255'820 | 390'933 CHF | 393'496 CHF | 98.90% | 98.90% |
07.11.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 550'000 | 550'000 | 199'506 | 199'506 | 292'473 CHF | 294'471 CHF | 97.44% | 97.44% |