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 | 0.53% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 948'583 CHF | 953'583 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 789'942 CHF | 794'942 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.80 CHF | 1.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 801'242 CHF | 806'242 CHF | 98.92% | 98.92% |
15.11.2024 | 0.51% | 1.58 CHF | 1.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 979'317 CHF | 984'317 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'293'900 CHF | 1'298'900 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'290'200 CHF | 1'295'200 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'335'670 CHF | 1'340'670 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'403'640 CHF | 1'408'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'313'490 CHF | 1'318'490 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.54 CHF | 2.55 CHF | 500'000 | 500'000 | 499'999 | 500'000 | 1'135'020 CHF | 1'140'030 CHF | 99.68% | 99.68% |